Probably the stuff in /tmp (on Linux) or %USERPROFILE%\Local Settings\Temp (on Windows). The ones that look like "file<random characters>.{cdx,dbf,fpt}".

The problem with these temp files is that if you delete the ones that the client is using, the client dies with an "Unable to fetch Biostruc" error message. So dfGUI would have to stop the client, clean out /tmp/file*.{cdx,dbf,fpt}, then restart the client.

But unless you're forcibly shutting the client down, those temp files should get deleted automatically...