I am checking that such popular site like Google or Yahoo don't have page extension on their website,

So I couldn't know what web language they are using.
It is not .htm nor .html
It is nor .cgi nor .pl (perl)
It is also not .php nor .asp nor .jsp

Do you know What program language they are using?

If you're using UN*X or Linux (and I think Google is using at least one of those OS) you don't have to use the .php extension on your scripts. You can for example create a file called .htaccess in your websites root directory:
The .htaccess above will simply force the server to execute the file directory as a PHP script with the .php extension.

Have a look at how we did it at AmazingDownloads.com. http://www.amazingdownloads.com/directory/ is simply a PHP script instead of a directory, but it will look like a directory to anyone without FTP or SSH access to the server.

I moved this topic to the Web Design forum instead

/Andreas