They are the ones you make in the events editor.
We could call them events, but SEXP sounds a bit cooler
This too is explained in the FRED walktrought karajorma mentioned earlier. Read the whole document as it tells you all the basic things you want to know, and most of the complex things too. Pretty much everything you have asked so far can be found from the walktrought. And if you keep asking these very basic things you could find from the walktrought people will eventually get annoyed by it.
If you encouter something that you can't find from the walktrought after reading it at least three times, the chances are that it is a new thing the source code people have added for our enjoyment. And that you are encouraged to ask about.
So do a little research and learn where these things can be found because I'm a veteran and I still have to check the walktrought for a quick reminder...