The .cod file is basically BlackBerry's proprietary version of the .jar file. (This is usually the version downloaded from the App Store.)
The .cso file is a helper file used when signing the application. (It says which keys are needed.)
The .debug file is a helper file used when running the application in the debugger.
The .jad file describes the application to help the device know if it's compatible. (If you were downloading onto a BlackBerry from a website instead of the App Store, this is the file you'd point your link at, which would contain the path to the cod/jar.)
The .jar file is the main application file for MIDP, which is sort of a generalised mobile java runtime environment.
The .rapc is a helper file used by the BlackBerry JDE when it's compiling/building the project.