I am using the two flags FILE_ATTRIBUTE_TEMPORARY and FILE_FLAG_DELETE_ON_CLOSE while creating temporary files in my C++ application.
FILE_ATTRIBUTE_TEMPORARY
FILE_FLAG_DELETE_ON_CLOSE
Acco
It just says that the file will never be flushed to disk. That means, while it exists in your filesystem, it will never be physically stored on your hard drive. The file system will show it though, with actual size and all.