spp files are presets for AZ Controller. They can be installed using Cakewalk Plug-in Manager (Utilities menu in Sonar), see any post in Presets board for step by step instruction how to do this (or watch youtube video in my channel).
Once installed, the preset can be selected from AZ Controller user interface. These presets are in fact programs, created withing that interface and they can be viewed/modified there. It is relatively hard to understand what a complex preset is doing, I do not recommend analyze BCR2000 preset since that is the most complicated one. But small examples are simple. In any case, you will need to real User Manual to understand what particular control is doing.
In short (simplified): on known incoming MIDI event, some action list from "Logic" Tab is executed; there are also timers and monitors which can be triggered without user interaction, once triggered, corresponding action list from "Feedback" Tab is called. The action list can be as simple as calling some command in Sonar (f.e. Play) or a huge list of different actions, only part of which is executed under specific conditions (shift and other mod keys, Sonar context, transport state, etc). That is what you can observe in BCR preset.