These name the control file (.voc) and payoff definition (.vpd) for the MCMC mode of the Simulation Control dialog. They are the MCMC counterparts of SIMULATE>OPTPARM and SIMULATE>PAYOFF, and the action recorder writes them so a saved setup includes both sets.
Run them with MENU>RUN_MCMC, which is the command the action recorder writes for an MCMC run. MENU>RUN_OPTIMIZE uses the files from OPTPARM and PAYOFF instead, so the two sets never get mixed up. An older way to reach MCMC from a script, still supported, is to give OPTPARM a control file containing :OPTIMIZER=MCMC, as described in MCMC Options.