They each mark a step that OpenStudio is using during a simulation.
0-Null: Never seen anything here
1-UserScript: Each of the OpenStudio measures you've applied and their resultant *.osm files
2-ModelToIdf: The *.idf result from the osm forward translator of the file out.osm file from the previous step
3-ExpandObjects: Not sure, never been applicable to something I've done
4-UserScript: Each of the EnergyPlus measures you've applied and their resultant *.idf files
5-EnergyPlusPreProcess: I think if you were using any of the EnergyPlus pre-processing programs, they would show up here. The out.idf file in this folder is the *.idf file that EnergyPlus is called on. This is the one I always go to when I need to check something.
6-EnergyPlus: The output files from the EnergyPlus simulation. These are all the files that show up if you were just calling EnergyPlus on it's own.
7-UserScript: Each of the Reporting measures you've applied and their resultant *.html files
8-OpenStudioPostProcess: Not sure, but I believe this *.xml file is used to generate the calibration report if you enter in utility bills.
Might not be a complete answer, but hopefully that helps.