Why are the ".art" alphabet files coming across as .exe and want to open the Bernina software?

Where are you downloading them from? This website or somewhere else?

Could it be .exp? Bernina software uses .art but then they are converted to .exp to use in the machines. I hope this makes sense.

Not sure why .art files are coming across as .exe files. But if the .art file extension is associated with the Bernina software, the software will open when a file has the extension of .art is double clicked. hope that makes sense.