Here goes my best description of all the folders:
*Bridge - The saved copies of all your bridges, accessable through the load bridge option in on the title screen. When you download a copy of someone's bridge that has already been finished, put it in this directory.
*Font - The Fonts that PFX uses.
*Gamelvl - The level files for the normal & complex levels that came w/ the game.
*Level - Levels that you have downloaded go here, accessable through the load level option on the title screen. This includes the contest levels.
*Model - Contains the wireframe models of the train and cars that follow it.
*Screen - Screenshots you take with the F8 key are stored here as .bmp files.
*Texture - The texture files for the game are stored here, including ground and the train.
*Wav - The sound effects.
About your file-type mismatches, are you using bridges you downloaded for bridge builder? They will not work with Pontifex.
I hope this helps to answer your questions, if you have any more, don't hesitate to ask.