Of course they do. If you have to go through a stack of books to find what you are working for, would it slow you down? It's the same with a pc. Sheesh...

Boris, Some can and some don't. Mostly it has to do with the hard drive's performance. The more files on the HD, the longer it takes to access what you want. And with time the HD does get filled up, so it's worthwhile to get rid of things you don't need.
However, there's already utilities such as Disk Cleanup built into Windows that takes care of that. And as others have said, there's free programs like CCleaner.

George, IF that is true - and maybe it is, I sure don't know - why do they use such big hard drives these days? All those terabytes of space just go to waste if you only using a few kilobytes.

Dear George, a good library has a book catalog. So you can immediately get the exact book address on shelf. Every HD or SSD has its file list with every file address.

"I don't think the useless files really slow down any PC."

It depends... Avalon Optimizer Pro could be useful to clean out junk files, in addition to its other features.

If you're using a 2 TB conventional hard disk, which I think is still the sweet spot between price & amount of storage, it takes an Awful Lot of files, or a Bunch of Blu-ray movies, to come close to filling that up. That said, performance is slightly better the closer you get to the beginning of a conventional hard disk [which is one reason why defrag], so as you fill up a conventional drive files naturally are stored further from the disk's starting point, so a new file added to an almost filled conventional drive will take slightly longer to read.

But not all hard drives are that spacious, e.g. cheaper Windows devices may come with just 32 GB of eMMC storage. With storage space at a premium, you can't afford anything extra, & Microsoft even includes Compact OS with win10 -- a method of compressing the OS files. With ~120 & 240 GB SSDs common, running out of storage space has become common too, so Microsoft added Reserved Storage to win10, which tries to make sure you can't fill it to the point that it really hurts Windows.

techcommunity.microsoft[.]com/t5/Storage-at-Microsoft/Windows-10-and-reserved-storage/ba-p/428327

howtogeek[.]com/425563/how-to-disable-reserved-storage-on-windows-10/

And finally, for best performance you should not fill an SSD beyond the 75% mark. Unlike a conventional hard disk, overwriting old [deleted] data is a 2 step process with an SSD. Both an SSD & Windows will run TRIM, which clears deleted data beforehand, but that still leaves partially filled blocks of storage untouched. To fill up those blocks the content has to be read into memory, the new data added, the blocked cleared, and then the data rewritten. You obviously don't want to do all that, and with 25% of the SSD free, you probably won't ever have to.

"If you have to go through a stack of books to find what you are working for, would it slow you down? It's the same with a pc."

The file system, and an SSD, keep track of what chunks of data belong to what files in what order, so yes, the more they have to keep track of, the longer it takes to parse the entire list. Except the time it takes is so tiny you'd probably never be able to tell the difference. You might notice a lag displaying a folder's contents in Windows Explorer if a large number of files in that folder are displayed with thumbnails, e.g. a folder full of photos, while defrag takes longer, as do backups because they're larger.

"... there's already utilities such as Disk Cleanup built into Windos that takes care of that."

Disk Cleanup, which is being phased out in win10 BTW in favor of Storage Sense, has been unreliable in win10 the last few months, e.g. it may or may not delete update leftovers, and doesn't do much for win7 at all. And when it does work its best, a large number of files may still be left over in the 2 temp folders.

George, never heard of directory structures and file systems? No computer running windows has to go through every file on a system to find the one that its going to open/read/write/delete. Sheesh do you even know what a PC is? Only time obsolete files slows down a system significantly is when there are tens of thousands of obsolete files within a single folder and that causes NTFS file system driver to be crippled to a crawl when attempting to access files in that folder. Such occourances are very rare since creating such over-bloated folders within a windows system is extremly difficult as the file creation is slowed to a crawl too. I have only seen it happen on one windows PC where Internet Explorer lost control of its temporary internet files folders and placed millions of files in the temporary internet files sub-folders and in fact it proved impossible to use windows to delete the files or reset the temporary internet files folders to zero and it had to be done under a linux liveCD since windows would crash no matter how the operation was attempted.

Michael Summerset, the number of files on a hard drive do NOT dictate the access times to individual files, the drives access speeds and filesystem performance does. A full hard drive with unfragmented files on it will be just as fast or slow as a drive only half full. Magnetic hard drives apear slower as they become fuller simply because the outer edge of a rotating magnetic drive can maintain a faster throughput on its outer surface area compared to the middle and innner surface areas and it is likely the filesystems contents will become fragmented with use and the filesystem structures like MFT in NTFS drives may become fragmented reducing the efficiency of the filesystem. This sort of tool will not defragment an MFT or apreciably relocate frequently accessed files to the outer faster tracks. Computers like anything where most of the performance is evaluated by subjective opinion always feels like they get slower with use regardless of if they objectively really do because we as humans get acoustomed to the speed and performance and cease to be impressed by the performance as we get used to it and come to expect that level of performance and adjust our expectations and become impatient especially when windows slows down with each service pack or security update or 3rd party security product we are conned into trusting and the next feature update is released and the operating RAM requirement increases silently behind the scenes.
In many ways if you are told your computer has been optimised and made faster people are inclined to believe it for a while but there will be no quantifiable improvement unless there is some serious fault like several hundred thousand files in a frequently used folder like the users temp folder or in windows folder or browsers temp internet files cache.