Those files are located in DSDPlus folder. Most of them are automatically populated by DSD when you tune it to a frequency. Others, like dsdplus.frequiencies, must be manually edited in order to DSD work properly. All of them have info how to be edited. Just open them with notepad and read the instructions.
DSDPlus.frequencies - this must be edited manually if you want to do trunking. You have to fill in protocol, channel number, frequency etc.
DSDPlus.groups - it is populated automatically by dsd itself when you tune in to a frequency, but also it can me manually edited. It contains protocol, group, priority, hits etc. In general you may be interested in editing only priority and name of the groups
DSDPlus.networks - it contains protocol, networkID, "network name". It is manually edited file. You may give names to the networks you are monitoring
DSDPlus.radios - it contains protocol, networkID, group, radio, priority, override, hits, timestamp, "radio alias". It is automatically populated by dsd itself but can me manually edited also. Most of the networks do send over the air radio alias, but some of them don't (like radio amateur networks). This is the place where you can give names to a certain radio ID's
DSDPlus.sites - it contains protocol, networkID, siteNumber, "site name". This is manually edited file. If you are monitoring multi site network, you can describe them here
You may want to do regular backup of those files, as they contain all the info of the networks, radios and so on. Backup can me made in any way that's easier for you.
In further updates you can download the new version and paste those files in your new folder in order to keep this important information, unless if developers said not to do so.