The reason Pokesav cannot handle PKM files is that the software may be outdated. Newer versions of Pokesav support all formats compatible with older versions. Update Pokesav so you can access PKM files.
PKM files contain Nintendo DS saved game data. No software opens them directly. PKM files are used by the PKHeX program, originally made by Open Source. Data shows PKM files are popular in China, often on Windows 10 with Chrome.
Files with .pkm extension store video game saved data for the Nintendo DS. They are not meant to be opened directly. No public information exists on opening this file type. The .pkm format likely can’t convert to other formats.
PKM files are mostly game files, uncommon for average users. Programs that reference them include Pokesav, which edits Pokemon data, moves, and items in PKM save files.
Many file types use the .pkm extension but most are not compatible. A .pkm file is probably from Pokesav for Pokemon Saved Game Data. When you try opening it, Windows looks at the extension. If unrecognized, you must select a program associated with .pkm files.
Pokémon editing tools
Emulators