Are you trying to edit .cfm and .cfc files?
Yes, that is right I am trying to edit .cfm and .cfc files.
ColdFusion is server software that executes ColdFusion Markup Language code. You need something else to write that code.
In theory, any text editor will suffice but that makes things more difficult than they need to be. Adobe will gladly sell you some software for writing your code. I use Dreamweaver. The latest product out there is ColdFusion Builder.
There is also a free product called Eclipse. I've tried it and found it better than Notepad but not as good as Dreamweaver. But we all have our own likes and dislikes.
If you don't have Dreamweaver, my recommendation would be to use Sublime Text 2 with the ColdFusion plugin (https://github.com/SublimeText/ColdFusion). It is lightweight, but doesn't have all the data functionality of Dreamweaver or CF Builder CF Builder is a free download and if you choose not to buy a license it will revert to a reduced functionality version after 60 days.