Compose is sort of the Main file; it, Symbols, and Arrows contain starting definitions, the others only contain reference definitions.

Diacritics contains a number of groups for individual diacritics and other modifications of letters.

Latin_Extended contains a group for ligatures and one for otherwise unclassifiable Latin letters.

Symbols contains symbols of all sorts, except that

Arrows contains the arrows, as there are enough of them to warrant their own file.

The files under blocks/ are named after Unicode blocks and contain definitions that serve only to give names to characters for which no keysyms are defined so as to avoid numeric keysyms in the other files as much as possible.