You only get an icon for files with an extension that has an associated program to open them, or for executables and short-cuts.
Click Organize -> Folder and Search Options
Click View
Uncheck "Hide extensions for known file types"
Click Apply
Click Apply to Folders
Click OK
You should now be able to see the extension of these files.
Some files may not have an extension at all and will never have an associated program or icon.