In the Terminal, at the start of the command line, tab completion is looking for an executable file that is on the PATH (unless a specific directory is indicated).
When you are looking in the Movies directory, and the current directory is likely not to be on the PATH so it will find the three files indicated.
In order to find out where these files are, you can use the
$ which SetFile
To find the contents of the current directory, you would type the
ls command. That should list the files that are in the directory. For more information about all the files, type
Once you have a command shown, tab completion will look for a file in the current directory to use as an argument.
If you are looking to do something with a movie, you'll need a command. You might want to type
open. So, type
open Stab, and it should do the tab completion magic for you. The
open command will open a file as if you double clicked on it. You can find out more about the
open command by typing