The mudesk.bnr  file is a banner that you can customize. It is displayed just before the login request upon boot.
The <user>.env  file contains entries that are added to the main environment. You can use variable substitution  here. For example, if you want to add the e:\apps\dummy directory to the path, you can add a line resembling the following:

PATH=%PATH%;e:\apps\dummy;

The mudesk.lck  file is initially a 0-byte file. But if you enter one (or more) fully-qualified pathname(s) here, they'll be locked on next reboot. You can enter as many lines as you want, one pathname for each line. Remember that those locked files are always accessible to the root  user.

The mdstart.cmd  file in MultiDesk's directory is the pre-login rexx script. It is customizable by the administrator. Look in the source to see which parameters are passed by the login program.

The mdstart.cmd  file in each user directory is the post-login rexx script. It is executed when the user is recognized after login, and is customizable by every user. Look in the source to see which parameters are passed by the login program.

The mdstart.usr file in MultiDesk's directory is the template used to create the post-login rexx script for each user. The administrator may adapt it, to make common changes that he wants for every new user created.