SFZ files are subdivided into sections by headers. The region header is the most essential, and is the basic unit from which instruments are constructed. A group is an optional organizational level containing one or more regions. The global header (one per file) contains opcodes which apply to all regions in the file. The master header is an extra level added inbetween group and global for the ARIA player. So, the global/group/region or global/master/group/region hierarchy contains the opcodes which define which samples are played, when they are to be played, and how.
The control header would be found at the beginning of the file and includes special opcodes for setting up MIDI CC controls. The curve headers, when used, are normally found at the end of the file, and define the curves used for shaping envelopes, parameter response etc.