Which Pervasive.SQL 2000 do you have? The workstation, workgroup, NT server, NW server, Linux server? Any of these can be run automatically on startup and kept running so they are available when DTS tries to access them. A whole lot of this is explained in the Pervasive Docs which should be with the engine, but can also be obtained from the Pervasive site. There is also info the in KB which can help in this.
As far as file extension, Btrieve and Pervasive.SQL (which is also a full Btrieve 7.x) do not require any particular ones. The .lck files you need to stay away from as those are lock files for the Btrieve 5.x file format and if you delete them it will lock you out of the files. It is highly recommended that you convert all 5.x files to either 6.x or 7.x unless you copy them to systems that only have 5.x engines and use them there. Even so it is highly recommended that you get Pervasive.SQL workstation engines for those systems so that you can convert the files to 6.x or 7.x which use a totally updated data integrity algorithm. The .DDF files contain the metadata or schema for the .dat files and these are required for access by 3rd party apps like DTS and ODBC so you should leave them alone except for checking them with the consistency check in the PCC. So the .dat files are definitly the ones that actually contain the data, however, in most cases you need the .ddf files to access the .dat files and the .lck files are present when an application has the files open and records or pages locked. The .ddf and .dat files would comprise what most folks consider a 'database'.
It would probably be advisable for someone with some Pervasive and Btrieve expertise to look this over and advise you on the best path to proceed.
Pervasivite