What you see is because you have the hide extensions for known file types option checked in Explorer, Tools, Folder Options (it is that way by default) and is probably one of the biggest pain in the rear MS decisions (along with a few others, see image) because all it does is cause confusion.
- Ensure that you have hidden files and folders enabled and disable hide system files in Windows Explorer, Tools, Folder Options, Hidden files and folders, see image.
I don't know what you mean 'and it does nothing' what did you do, I can only assume you double clicked it ?
It isn't a tool to be run (stand alone) in that way, it is called by another function and needs parameters for what it should scan (that is what you are attempting to do with the task scheduler).