Header updates and the Import Folder

I am having some minor issues with headers updating. I have read a bunch of posts here that have helped. But Quade (I think) talked about .GZ files in the import folder, and I have either files with no extension or .txt files.
I was wondering if you could tell me a bit more about the import folder and the files inside of it.
Thanks
I was wondering if you could tell me a bit more about the import folder and the files inside of it.
Thanks