What do different file formats in Trados Studio mean?

Hello,

 

I want to ask a question about the differences between files with the extension of sdlproj and that with the extension of sdlxliff. After creating a project, files with the two extensions are created. I found that I can open files with those different extensions. My question is that what's the different between those two files and what changes will I make if I make some changes after opening those files?

 

If you know the answer, please offer me some help. Thx!