These define the fonts, colours, styles and keywords for languages that Programmer's Notepad (via Scintilla) has built-in support for. PN contains code that parses/lexes and understands a lot of languages already. These files surface and configure that support.
These define the syntax for a language as well as the fonts, colours… The files are interpreted by a plugin for PN called customscheme.lexer which provides code to tell PN how to interpret text according to the rules in the .schemedef.
As PN scans the text in a file it assigns every character in the file a “style”, represented by a key. Unfortunately each different built-in language can and often does use the keys to mean different things. So in C++ style 5 is used for keywords whereas HTML uses style 5 for numbers. There is one definitive source of information mapping key numbers to meanings, and that's the .properties files shipped with the SciTE distribution - SciTE is the test editor developed alongside Scintilla.
One style number that is almost always unchanged is that 32 is the default text style - normally this means text with no specific meaning.
When using a .schemedef file, the style keys are fixed:
The limitation to keyword sets is defined by two hard limits: The first is that Scintilla supports a fixed maximum number of keyword sets, currently 8. The second is that each language lexer only uses the keyword sets that the author thought were necessary - this means that often a language will support only one or two sets of keywords. The .schemedef lexer supports 5 as when it was developed that was the Scintilla limit.
The changes a user makes to fonts and colours are not stored in the original .scheme or .schemedef files, the configuration of these things is instead stored in a file called UserSettings.xml in the per-user PN application data directory. Unless you're using the portable edition of PN, this will likely be here:
Vista: c:\users\[your username]\AppData\Roaming\Echo Software\PN2 XP: c:\documents and settings\[your username]\Application Data\Echo Software\PN2
The configuration in usersettings.xml is applied to the schemes you have installed, and the result is cached in a binary format in the .cscheme files you'll find in that directory.