Dot Exe files while using SD card

Hello all, I use an android phone. I have noticed that whenever I use my smart phone with an SD card, there are some .exe files with same name as the name of the folder. Like in the folder named backup, I found a file named as backup.exe. This is true for all the other files. I don’t know if these files are useful or not. If these files are useless, please help me to get rid of these files. I just hope it is not a virus of some kind. Thanks!
