MySQL database datafiles in windows SystemData directory
Those three files represent one MyISAM table

For the MyISAM table, mydb.TableName, here is what they are


TableName.frm : Table format file (all Storage Engines have this one)
TableName.MYD : MyISAM data for the table
TableName.MYI : MyISAM Indexes for the Table


Click to read MySQL Documentation for MyISAM Storage Engine. In part, it says:


  Each MyISAM table is stored on disk in three files. The files have names that begin with the table name and have an extension to indicate the file type. An .frm file stores the table format. The data file has an .MYD (MYData) extension. The index file has an .MYI (MYIndex) extension.