Sometimes assets for adult-themed games or "enhancement" mods for games like The Sims or Skyrim use these types of naming conventions.
The name suggests a specific gallery or themed media set found on file-sharing or adult-oriented sites. Non-nude but Hot 3.z01
If you can provide more context about where you saw this file or what kind of content you expect it to contain, I can help you find more specific details. does this best fit into? Non-nude but Hot 3.z01