A parameter block corresponds to a roll-out window in 3ds Max. The roll-out window contains the UI elements (widgets) that correspond to particular parameters.
When you use parameter blocks and set the P_AUTO_UI flag 3ds Max uses a parameter map (IParamMap) object behind the scenes to get values from the UI elements when they are changed by the user and updates the value in the block. Max also initializes the UI elements with values from the block.
Custom handling of controls managed by the parameter block can be done by providing the parameter block descriptor with a pointer to a class that derives from ParamMap2UserDlgProc. This is done in the ParamBlockDesc2 variable argument constructor if the P_AUTO_UI flag is set. This can also be set using the method ParamBlockDesc2::SetUserDlgProc().