Yeah, scr is the windows screensaver extension, which executes exactly as an exe. If you change the file extension of any exe to scr, 9/10 times you'll have no issues with running it.
And there's a popular way of hackers using this to their advantage, using a right-to-left override unicode character they can disguise the scr file as, say, a music file.
here's an example i found on the internets

(RCS is the scr extension backwards)