What are `Zone.Identifier` files, and how do I prevent them from being created? [closed]

The text after the colon is an identifier for an "Alternate Data Stream". ADS is used to store meta-information about the file. For example, the Zone identifier stores whether the file was downloaded from the internet.

Some specific info: About URL Security Zones, Zone.Identifier Stream Name

Best is to google around for more information. Eg. this, this and this.

Finally, here's Streams, the Sysinternals tool for ADS.