Below is the description of all. Have a look!
BDUMP:
SQL> show parameter BACKGROUND_DUMP_DEST
C:\ORACLE\PRODUCT\10.2.0\ADMIN\<SID>\BDUMP
This shows the bdump directory you were referring to in your question. This is a directory where debugging trace files for the background processes (LGWR, DBWn, and so on) are written.
UDUMP:
SQL> show parameter USER_DUMP_DEST
C:\ORACLE\PRODUCT\10.2.0\ADMIN\<SID>\UDUMP
This specifies the pathname for a directory where debugging trace files will be written on behalf of a user process.
DPDUMP:
The dpdump directory has files created by the data pump export/import utility.
ADUMP:
The adump directory is the area where auditing trace files are stored.
CDUMP:
CDUMP is specifying the core dump directory where all OS error logs (core dump files) will be placed.
Source: http://vishwanath-dbahelp.blogspot.com/2011/08/what-are-bdumpudumpdpdumpadump-and.html
Source: http://vishwanath-dbahelp.blogspot.com/2011/08/what-are-bdumpudumpdpdumpadump-and.html