BinHex is a method of encoding a file for electronic transmission, such as by e-mail. PC based file transmission usually employs other methods of encoding such as UUencode or MIME (or perhaps even YEnc).
Whereas it is not uncommon for Mac files to be BinHex-ed (and given an .hqx ending), PCs do not usually run e-mail clients which can automatically decode these files and an application must be installed to do so. The article in the above link directs you to where such applications are available for download.