The second is a Normalmap with information to extant the Normals of a polygon.
The result is a more realistic, more detailed lighting of the surface.
To get a better illusion of the relief wich is described by the normalmap, a height- or depthmap is used to create occlusion through some kind of perpixel offsetmapping. This height/depthmap is normaly stored in the alpha channel of the normalmap. Some image previewer shows you the alphachannal of a texture in white. So the third of your textures is the second map wich contains a height/depthmap the alphachannel.