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A PID file is a file which contains the PID of the executable which generated it. When an application terminates, that file is removed. If it is removed while the application is running, the application terminates. If the application restarts, a new PID is written to the file.
You'll usually find the PID files for daemonized processes in /var/run/ on Redhat/CentOS-style systems. Short of that, you can always look in the process init script. For instance, the SSH daemon is started with the script in /etc/init.
The PID file usually contains the process ID number of the already launched and running program if one exists. Also, when it starts up, it creates the lock file. As long as the lock file exists, it won't start another one without user intervention.
The pid files contains the process id (a number) of a given program. For example, Apache HTTPD may write its main process number to a pid file - which is a regular text file, nothing more than that - and later use the information there contained to stop itself. You can also use that information to kill the process yourself, using cat filename.pid | xargs kill
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