This is rare but can happen if file associations are broken or the file is not actually a valid Setup Information file.
Below is a detailed guide on how to install .inf files, covering the standard method, the "have disk" method (for specific hardware), and the Command Prompt method.
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Before installing, it helps to understand what you are dealing with. An (Setup Information file) is a plain text file used by Microsoft Windows for the installation of software and drivers. It tells the operating system exactly which files to copy to your hard drive, where to put them, and what registry entries to create.