The file type you will open in Silhouette Studio will depend on a few things -
If you purchase from the Silhouette Store you will receive a Studio file. This is the only place you should be getting Studio files as they are proprietary of Silhouette America.
For purchases elsewhere you will open up these file types -
When you purchased your Cameo it came with a standard edition of the Studio software which is called the Basic Edition. If you have this edition you will want to open the DXF file.
If you upgrade to Designer or Business Edition (which is recommended) you will have the ability to open SVG files.