1/ WE as users don't PUT anything there. Whoever programed the software did.
No, wrong, users do install contribs and modify configuration settings, they also influence functionality and file configuration content by this.
2/ "If that does not work as expected or you observer strange things" Until we ask here to verify that it is NOT something we have done, questions will be kept on being asked. It is ludicrous to ask to file a bug report at every little thing. Especially if using SME is new and the behaviour isn't as expected because the behaviour isn't documented.
Diagnosis of functionality that is not behaving as expected is done in the bugtracker as it is a far better suitable tool for the developers to do that. If you want something fixed or diagnosed and are adviced to take it to the bugtracker, please do so, instead of writing posts like the previous.
So, to be clear. How should we proceed? Should we just file a bug report every time 'something doesn't work', or ask here first and possibly get an answer that wasn't obvious from a Google Search?
No, but you should file a bug for this particular issue and all other problems with SME Server that causes the software installed from a CD-ROM to malfunction. A message instructiong you to do so is displayed at the top every time you post a message:
Don't report problems here - Please report bugs and potential bugs in the bug tracker
The forums are meant for discussion, best practices and social contact, the bugtracker is for diagnosing issues, documenting fixes and the like.