That das say that this three URLs are do the same on ColdFusion application server:
www.mysite.com/products/index.cfm
That is because index.cfm ist the default page when no page is given in the URL path.
You started this Question that you want to understand something.
That part was answered more then enough by Dr. Klahn
Because you use ColdFusion as Application Server you have more possibilities then explained by the Expert.
But for that you realy need to know what you need and how to get it.
On ColdFusion Aplication Server you have an Administration Dashboard where you can also do Mappinings from Logical paths to directories outside and inside of your web root.
And if you do NOT use the ColdFusion built-in Web Server but some other frontend web server, Apachee, IIS, then you have the possibilties described in the first answer.
I would not recommand doing any of the .htacces of CF Administrations Mapping in the production until you get good feeling how it works.
Additionaly keep in mind that changing .htaccess and application mappings, on two ends the configuration always results in ConFusion : )
Good luck,
Zvonko
On ColdFusion server you need index.cfm in that directory and the script in index.cfm does show the Products presentation.