The format has a TIFF-image structure. It is generated by Canon cameras. The CR2 photo is stored in an uncompressed form and allows you to edit such settings as white balance, exposure, and other settings for photos that were already taken. It is the successor format to CRW, which was used in previous generation Canon SLR cameras.
The SXW file format was originally created for StarOffice Writer, the word processing application for Sun Microsystem's StarOffice suite. Programs that can open SXW files include StarOffice Writer and OpenOffice.org Writer. To open an SXW file in Microsoft Word, it's usually possible by renaming it as a DOC file.