Get the List of Dependent Files
Once you have opened a connection to provider whose data store type is File, you can get the list of dependent files. For a connection to an sdf file, the list consists of the sdf file. For a connection to a shp file or a directory containing the shp file, the list can consist of the shp file plus other associated files of type .dbf, .prj, and .shx. For a connection to a raster file, for example, a.jpg file, the list can consist of the jpg file plus other associated files of type .jgw and .xml.
Read about the GetDependentFileNames method in the FdoIConnectionInfo class reference.