They can be .FLAC too, or .WAV or any lossless format. Only depends on the source.
CD quality means the analog signal has been sampled at 44.1kHz (44.100 times per second) and a bit depth of 16 bits.
HD files means that their quality is superior, on the frequency of sampling, and/or the bit depth.
In the case of files provided on the pendrive with TGWTDT special edition, it is sampled at 96kHz, and, I guess on 24 bits. So a better quality than CD format.
https://en.wikipedia.org/wiki/Sampli...al_processing)