How to save in .cache

hii everyone
i see a site where i found some link like with the extension .CACHE

& that is a complete page file names are like this 0c738f6ac15da0f4c558a151fdc4935a.cache

did they are saving in cache file instead of databse ?
if yes how is this possible ?

Read this article: Cache it! Solve PHP Performance Problems

well here is online streaming site this is cache url
http://www.livefever.com/players/tmp...fdc4935a.cache
that’s url which is contain on the code of their player area code… what can be the benefit of this type of cache & how can we generate

The article listed by Ernie1 walks you through how to do this.