A dump file is the first thing that a security analyst should review to determine more information about a compromised device that displayed an error screen and shut down. A dump file is a file that contains a snapshot of the memory contents of a device at the time of a system crash or error. A dump file can help a security analyst analyze the cause and source of the crash or error, as well as identify any malicious code or activity that may have triggered it.
References: https://www.comptia.org/certifications/security#examdetails
https://www.comptia.org/content/guides/comptia-security-sy0-601-exam-objectives
https://docs.microsoft.com/en-us/windows-hardware/drivers/debugger/introduction-to-crash-dump-files