.mpq files contain almost all the data files used by the game, kind of like a .zip file. They can also be embedded in other files like EXE files, which is how a lot of mods are packaged. The game will load a set of MPQ's, and load files from those MPQ's in a defined order. The default MPQ's are in this order:
Mods will insert their own MPQ at the highest priority, so the modded files will be loaded from there rather than the default MPQ's.
Edited by PyMPQ
Patch_rt.mpq holds the latest changes from patches to the game, which is why it has the highest priority of the default MPQ's.
BrooDat.mpq holds the data for the BroodWar expansion.
StarDat.mpq holds the data for the base StarCraft game. Some files in this MPQ might not be compatible with PyMS tools, as PyMS is designed for modding BroodWar.