The primary file that ArcGIS Explorer makes use of to store its various information types is the .nmf file. When you open a map, you open a .nmf file. In addition layers, tasks, and results can also be stored and opened in .nmf files. There are several ways to create .nmf files in the application itself. You can choose New in the File menu or Export on a result's context menu in the Results window, choose Export in a layer's context menu in the Contents window, or choose Export Task on the Manage Tasks dialog box.
All .nmf files are readable with an XML reader or a text file and based on a schema documented in the schema file description. Consult this resource if you plan to write .nmf files with a software application you've developed or want to use a text editor to write it manually.