I suppose you are talking about the .aux files which belongs to a raster file.
The .aux file stores additional information. The image is stored in a raster file (e.g. .tif .img). You have to open the raster file in QGIS, not the .aux file.
As described in the ArcGIS help an auxiliary file can store the following:
- Color map
- Statistics, histogram, or table
- Pointer to the pyramid file
- Coordinate system Transformation
- Projection information