The number of file formats, and where those files go, can be a bit confusing. Here is some basic information. More will come.
All user data is meant to go in your My Documents folder. The default place for this is "C:\Documents and Settings\Sean\My Documents\Neverwinter Nights 2"
(more to come)
All game data is meant to go in your Program Files folder. The default place for this is "C:\Documents and Settings\Sean\My Documents\Neverwinter Nights 2."
All the files for the Official Campaign (OC) are also in your Program Files folder. This is a big change from NWN1 and it has confused some people. Generally, you don't have to get into this directory, but the BIG exception is the plugins folder in the NWN2Toolset folder. Here's the rundown:
There have been some reports of the Autosave corrupting various files when the modules
BMU stands for BioWare Music Unit. This is the file format for background music files. AFAIK, essentially, it's an .mp3 file with some tinkering done on the first few bits of the file and the extension changed.
Here are some tools to convert bmu files:
MP3toBMU 0.35
http://nwvault.ign.com/View.php?view=Other.Detail&id=225
Prince Rouse's Mp3toBMU and WinMP3Converter
http://nwvault.ign.com/View.php?view=Other.Detail&id=821
Using the tools above, you can convert all the music in the Music folder under Program Files to an mp3 and listen to them.
You can find information on the BMU format in this NWN1 tutorial on custom music. (Note that a good deal of this has changed for NWN2).
http://nwn.bioware.com/builders/sounds_bmu.html
At the time of this writing, there are still some complications with bringing your custom music into your module, and I remember seeing a post talking about improvements that will be coming soon. If anyone has any resources along these lines, please let me know.
ERF stands for Encapsulate Resource File. It is used when importing and exporting resources from one module to another.
Most people keep .erf files in a folder in their My Documents folder called erf. Note that you don't get an erf folder by default, so feel free to created one when you need it.
The .pfx file extension is for particle-based effects. As I understand it, these are used as resouces when creating .sef files. You can find some of them in C:\Program Files\Atari\Neverwinter Nights 2\Data\NWN2_VFX.zip.
The .sef files are special effects files for NWN2. Most of the ones that come with the game are located in C:\Program Files\Atari\Neverwinter Nights 2\Data\NWN2_VFX.zip
From the official documentation:
"Visual effects are composed of effect files, which are individual components of an effect (a particle system, a trail, a billboard, etc.), and SEF files, which point to the effect files and organize them into a more complex visual effect."
As I understand it, .sef files are what you create when you save a visual effect from the visual effects editor.
A .wmp file is created by the world map editor plugin.