The .bin file format is a simple binary format for the compiled book which is read by the program when it is using book. See the book section for more detail.
EPD and PGN require little introduction. These are the uniformly accepted standards for position recording and game recording.
Note that log.nnn and game.nnn files are written at the end of a game when you use the name command to give the computer your name. It is highly recommended to do this since the resulting two files that match in a monotonically-increasing extension numbered suffix may be used for reporting bugs and keeping track of your games.