Many external USB-C to Ethernet adapters include a small amount of built-in storage. If the system doesn't have the driver, it may "mount" as a virtual CD drive containing this installer so you can get online without a pre-existing internet connection.
The file’s primary role is to provide the driver software that allows your operating system to communicate with your Realtek hardware.
The ".sfx" in the name indicates it is a self-extracting archive. When run, it automatically unpacks its contents into a temporary folder and launches the actual setup wizard. Is it Safe or Malware?
Ethernet not working and weird file showing up. - Microsoft Q&A