These files store your customizable configuration options. The others can be left alone to begin with. The file is fairly well documented, so you should be able to pick out what you need to change fairly easily. There are 2 that are designed to be almost plug and play for postgres and mysql installs. For more information on this please take a look at the menu.txt file itself.
Scripts make everyone's life much easier.
Here are the 2 current methods for setting up IMP using scripts. Both are still being tweaked so they are not guaranteed to work yet. Ivan has since slapped it together and finished it up. Fill out all options under each of the sections and after you finish them you should have a functioning IMP installation. Well, at least the major aspects.