Transmission

I've got version 2.77 (14031) for MAC
When I open torrent file, I select one exact file from list of files in torrent. But after starting download I am getting not only file I've selected, but also some other random files from torrent are created on disk besides. Better to have on disk files that are exactly selected for download.
Dont know if I explained clearly

If this is what I think it is then it's because the torrent-pieces at the beginning and/or end of the selected file also have data for another file, and for the client to be able to correctly serve those torrent-pieces it has to save that data somewhere.

I didn't know that different files in one torrent are interconnected. Is it really so ?

It's not so much that they are interconnected but rather how the data is handled and transmitted. Torrents don't really look at the individual files but rather looks at all of them as one big "blob" of data.