.dat is one of thw most common file extensions out there. Many Windows programs use it for a huge variety of things that are all so different that the file extension alone is pretty much useless for determining what's in it.
This said, I don't know of any program which actually saves its documents with a .dat extension -normally .dat files are only used for temporary storage, or for getting things into, not out of, a program- so it's very likely that your friend sent you the wrong file by mistake. Ask your friend to send it again, and while you're at it, ask what program was used to create it. We may be able to help more once we know that.