xtrkcad.ckp are the check-point files created periodically while running XTrackCAD. If your system XTrackCAD hangs or crashes you get the choice of loading the checkpoint file and so recover (most of) your work by saving it to your current layout file.

The check-point frequency is set by the Check Point field found in the Preferences dialog (Options>Preferences).

The xtrkcad.cus file contains parameter information. This is mostly information created by the Turnout Designer dialogs (Turnout Designer) and Group (Group Dialog) command. You can use the Manage>Custom defined pats dialog to manipulate these parameters.
The xtrkcad.ini (on MS-Windows) or the xtrkcad.rc (on Linux or Mac OSX) file contains various parameter settings from each use of XTrackCAD. Most changes you make (such as scale, room size, window position) are saved in this file for the next time you use XTrackCAD.