OK, ready? Here we go:

The compiler (PBP itself) makes:

The .asm file is how the program would look if you wrote it in assembler yourself. That's one thing the compiler generates for you. The next is:

The .mac file, basically a collection of macros that the .asm file needs. A macro is a canned set of insteuctions that an assembler can use to look up sections of code.

These are then handed off to the assembler. I use Microchips assembler, I understand that ME Labs provides one also (that may be faster), but I like to be extra careful and use the manufacturer's (as some of my work gets used in patient connected medical devices, I need to be extra sure).

The .hex file is a map of the program memory, plus any special locations (such as config bits), and EEPROM values if you used any.

The .lst file is the listing of the .asm and .mac code, every line of memory and every register used in the machine code program.

The .cod file contains symbol and debug info. You can use that in MPLAB along with the .hex file to get a pretty good picture of the maching code itself. IMPORT both those files and the simulator in MPLAB will then run a simulation of your code and let you know the lables and register names you're using.