When dealing with file extensions that are said by themselves, there is a lot of variation in the way they are said. We say "JAY-PEG" and "BIT-MAP." For the sake of consistency, it is probably best to transcribe these just as they look when they are a file extension.
...It is a .jpg file.
...I received it as a .pdf file.
...He could use only a .bmp format.
Happy punctuating!
Margie