That depends on what you have chosen in your settings menu for the save format. I think you have the camera set to only save images using the jpg format.
If I recall correctly, the camera will, fresh out of the box, be set to use the jpeg (jpg) format and it may be also set to use the Large image size as well as the Fine setting to give you the most resolution. But, and this is the tricky part, using the jpg storage format means the file will be compressed (made smaller) as it is saved. These settings will usually give you a saved file size of around six to eight MB. The files moved over to your computer will have their names end in .jpg and most viewing/editing apps let you view them quite easily.
There is also another save option that you will have to turn on yourself in the settings menu that will have the camera save the images in Fujifilm’s raw format. These files have the file name ending in .raf and you can choose how large they can be as well (up to the maximum possible for your camera’s sensor size). These files will usually need to be edited in a image processing program of some kind before they are easily viewable. These files can be as large as 30MB because they save a lot more information than jpeg files save.
You can also choose to have the camera save both raf and jpg files at the same time, which makes it easy for quick cataloging among other things.
However, getting all of these options set right is better suited for discussing in the other forums.