.vmxf is a supplemental configuration file for virtual machines that are in a team. Note that the .vmxf file remains if a virtual machine is removed from the team.
From vSphere Documentation
Additional virtual machine configuration files, available, for example, with teamed virtual machines
*.vmxf file is the additional configuration file used by virtual machines (VMs) when created with VMware virtualization software; It contains team member data for VMs created in a team group environment, a setup that allows administrators to manually control multiple VMs together; created in addition to the primary .VMX configuration file; and saved in a plain text format and uses XML formatting.
You cannnot open manually VMXF files since the VMware software handles them behind the scenes while you configure VMs