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Linux operating system identifies files by looking at its magic number at the starting of the header. How does windows do it ? Does it also have some kind of magic number mechanism or does it only rely on the file extension ?
It relies only on the extension, as provided by the filesystem; the contents of the file are not examined. See e.g. this article – it talks about Windows XP, but AFAIK the general behavior is shared by all released versions of Windows so far: http://support.microsoft.com/kb/307859