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When I open the .qgz-file there are the others opened with it at the same time? or what is the use of other types?

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According to the QGIS documentation "The QGS format is an XML format for storing QGIS projects. The QGZ format is a compressed (zip) archive containing a QGS file and a QGD file. The QGD file is the associated sqlite database of the QGIS project that contain auxiliary data for the project. If there are no auxiliary data, the QGD file will be empty." https://docs.qgis.org/3.16/en/docs/user_manual/appendices/qgis_file_formats.html The rest of your file formats are a so calles Esri shapefile. See: https://en.wikipedia.org/wiki/Shapefile

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QGS and QGZ are the extensions for QGIS workspace files. The difference is very nicely explained here:

https://oslandia.com/en/2018/06/01/qgz-a-new-default-project-file-format-for-qgis/

the rest of the files on your screenshot represent an ESRI Shapefile (dbf,prj,shp,shx)

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