hello,
first, those are standart file of shapefile, made by ESRI , basically shapefile or SHP contain dbf, prj, shp and shx, so its like a one entity with 4 file inside it.
best way is to edit it via ArcGIS, if you see those file with ArcCatalog (explorer like of ArcGIS) you will see those 4 files as one entity file, but you can achieve it too using other famous spatial program like QGIS for example with some effort
If you only want to thickening some line, you dont need to edit it, unlike in CAD term, in spatial data, those job (thickening line) is a part of visualization data and doesn't affect the real data permanently.
IMHO.