They are the files downloaded by your webbrowser stored temporarily to your computer.
Here's a detailed explanation of temporary files in general:
http://en.wikipedia.org/wiki/Temporary_file
Basically, when you visit a website, such as this one, every component of the webpage consists of a file... for example, this site uses a webpage which consists of cookies and several image files which make up the actual page that you see. Everytime you access a website, your computer downloads all those files and stores it in a temporary location on your computer. This is how sometimes a website will load faster the second and subsequent times you visit the site... because the files have mostly been downloaded already, and those "CACHED" versions will be reused to display the webpage.
Hopefully this makes sense... Basically, no matter what, you will have temporary internet files any time you visit a webpage, no matter what browser you use. In fact, most computer programs generate temporary files of some sort. It's just a way of using your computer's hard drive to save computer memory... without temporary files, everything would need to be constantly loaded in your computer's memory.
You can cleanup temporary files by using CCleaner.
http://www.ccleaner.com