We won't cover 2.11 for now. Everything else - covered.
MTW files are Minitab worksheets.
R files are R scripts.
VDT.Rdata is an R workspace image. You can load this into R (from the File menu in windows; from the Workspace menu in osx). It contains two objects: VDT (the data frame containing the data) and r (the regression r <- lm(OSA~Width)). Before working directly with OSA and / or Width you'd have to attach VDT. You can certainly save your own workspace images. The file is portable across operating systems.