The “WAL” file is a temporary file. It holds database transactions that have not yet been committed to the AUP3 database.
(WAL = Write-Ahead-Log)
On closing the database, any data that is still in the WAL file that belongs to the current state of the project, is committed (written) to the AUP3 before closing.
On Windows there is also a temporary “SHM” file. This acts as a kind of index for the database (only required by Windows).