HELP ME GUYS ITS VERY IMPORTANT

It won't have an MP3 extension - only Wav files generate .pkf files.

Whenever you open any file in Audition, a .pkf file is generated, because to open in Audition at all, it has to be converted into a wav file - so with an MP3 for instance, it's decoded into a local Wav copy and that's what you are working with - not the original. So if you decide to save your work only as an MP3 then it's re-encoded (with a quality loss, inevitably) back into that format.

But if, outside Audition, you find that wav file and decide that you don't want it, and delete it, then potentially you have a problem. By default, .pkf files are hidden, and deleting the Wav file won't delete the .pkf. So it's quite possible to have .pkf files on your system that aren't associated with Wav files any more. But, they are useless - they only contain information about how Audition should display the waveform, not the waveform itself.