So for example, a single file can actually contain two different "files"(File data).
So, foo.exe, actually will effectively open the file foo.exe:DEFAULT. You could also add a piece of malware to the foo file in place of a datastream. So foo.exe is legit, but if you open foo.exe:MALWARE , it will open up the malware datastream.
So tldr, how Windows does this, it when you get a file from a third party source(Internet, USB Drive, etc), it adds a new datastream in the form of a textfile. And the textfile contains info about the source. Namely, a number for location it came from(3? for web), and then some more info.
Most surprising to me on Mac was that the "flag" (I'm not sure that's the right term here either) was preserved on files extracted from a tarball downloaded from the internet. Although I think this also required extracting it via Finder (GUI) and did not apply when using the tar command - I can't remember exactly.
You can remove this flag with the xattr command:
I wrote up the details of this in a PR [0] where I last dealt with it.[0] https://github.com/splitgraph/sgr/pull/656