.cfa-files are automatically created when Premiere Pro conforms files. If you let´s say import a .mp4 file with audio it will be conformed. See the progress bar down right in the user interface when you import files. This can not be turned off.
.pek-files are created during conforming. They are the files that make it possible to see the audio waveforms inside Premiere Pro. Some media do not need conforming, so this can be turned off by un-checking "Automatic audio waveform generation" in the Preferences > Audio. But when you playback the media they will be created anyway.
To put away those files on a dedicated HDD or folder, go to Preferences > Media and change the location of Media Cache. Both Media Cache and Media Cache Database should be in a dedicated folder so those files not are spread all over the HDD´s.