The files are created by Microsoft XPS Document Writer, but can be opened by Microsoft XPS Viewer. You may access the Viewer directly, or open it through the file.

If you're running the Windows 10 April 2018 Update, this is how you can get back support for XPS files.

Microsoft XPS Document Writer appears as an available printer when you print a document from any application in Windows. It's not a program in which you can create documents directly.