Yep. Most textures from the book are in the .dds format (there are importers for most graphic programs available) just because it is the most compact format for the graphic card hardware. Some earlier chapters also have .png files, if they just use uncompressed sprites (because .png can be smaller than uncompressed .dds). No matter which format is used, the compiled textures always will be .xnb files and theirfore you will not find any useable textures in the compiled games, always look in the source code and content files for the textures ^^
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