By default SharePoint restrict some file types which can not be uploaded or downloaded. There is a huge list you can check here to know which files have been restricted.
But you can add or remove files types by using SharePoint central administration like below:
First Open SharePoint Central Administration. Click on Security. Then from the General Security section click on Define blocked file types as shown in the figure below:
On the Blocked File Types page, You can also change the web application for which you want add remove blocked files.
Then in the box, you can delete if you want to remove any file type or you can add file types in separate lines which you want to restrict as shown in the figure below.
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Here we have added an extension type of XYZ. This means if a user will try to upload a file with extension type as XYZ then s/he will not able to do that.
I am Bijay from Odisha, India. Currently working in my own venture TSInfo Technologies in Bangalore, India. I am Microsoft Office Servers and Services (SharePoint) MVP (5 times). I works in SharePoint 2016/2013/2010, SharePoint Online Office 365 etc. Check out My MVP Profile.. I also run popular SharePoint web site SPGuides.com
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