So, what are those files with the CDC extension?

When the Design Center is opened and there are no previews for the right hand pane when looking at block definitions, AutoCAD generates the preview images and stores them in the CDC file.  The CDC file name is the same as the file for which the icons are generated.

Generally, these files can be deleted when you delete the extra BAK files, unless you will be using the previews for that file a lot during your project. As a general rule of thumb, I delete them because AutoCAD creates them very quickly, when it needs them.