PIF files are Program Information Files
and are used in all versions of Microsoft Windows to associate working directory, command line arguments, an icon and virtual machine parameters (XMS/EMS/DPMI memory settings, etc) with non-Windows applications.
Windows versions 95 also have .lnk files, which are poor excuses for symlinks, and are "stripped-down" PIFs which contain not much more than the command-line to start the program and which icon Windows is to use to display it.