.QCL files are no longer used in Mercury/32 v4.5; once you have upgraded to v4.5, you can delete any of these files that might have been left lying around by older versions of the program.
.QJD files are Job-wide Diagnostic files - they are created to contain diagnostic or error report information applying to the job as a whole, as opposed to information specific to a particular address element in the job. Unlike .QIF files, which will almost always have a filename part different from the job they belong to, .QJD files will always have the same base filename part as the .QCF and .QDF files.
Peter's comment about deleting files needs some amplification: you must always shut down Mercury before attempting to delete any files in the queue directory - but in fact you should avoid doing this altogether unless you are very sure of what you are doing. The Mercury queue was never intended to be manually manipulated, and if you get it wrong, the consequences can be quite unappealing.
-- David --