What is a .tpl.php file

Hi,
I am new to drupal. i am not aware what are these .tpl.php files for?
By creating a new .tpl.php file how can it be invoked in a module.
For example I have found that by defining a profile.tpl.php within the current theme's directory , the profiles are displayed in a different way.

Is it predefined that if a .tpl.php file is created with the name module_xx.tpl.php then every time the module_xx is
invoked this file will be called?

Or simply what is the requirement of defining a .tpl.php file with the similar name of a module...
Can any one help...????

thanks in advance
drupal_india