Control Changes are a type of MIDI message that you send to a device to control... whatever can be controlled. You can have 128 different controllers, numbered 0...127, and each can send a value from 0...127.
There are some "conventions" we use for controller numbers that most synths use:
00 = Bank Select MSB*
01 = Modulation
07 = Channel Volume
11 = Expression
64 = Sustain (>63 = pedal down)
Full list:
http://www.bandtrax.com.au/controll.htm
Note that pitch bend and both types of aftertouch work like CCs too, but they are not called CCs and don't have CC numbers like these.
Most manufacturers also use custom CCs that only make sense when sent back to their gear. The panel knobs on my Kawai K5000S send CCs in the 80..90 range when I turn them, but the same CC# that changes Attack on my synth might change Filter Freq. if I sent it to a different synth!
So, when you use a control when playing a MIDI controller - like the mod wheel - you can record that MIDI data to a sequence and play it back to the synth, so it sounds like it did when you recorded it.
The MPC1000's Sequencer will store and play back whatever you send it, all CCs. But that's only for external devices: the MPC1000's Sampler section has no support for CCs, to can't use them to change anything there - not even volume.
* MSB/LSB, short version: for some parameters, 0...127 is too small a range, so they use another CC at the same time to give more range or detail. The standard way of doing this is:
- take the controller number you would normally use, call that the Most Significant Byte (MSB).
- Optional: take another controller, the number is the MSB + 32, call it the Least Significant Byte. Example: Bank Select MSB/LSB = 0/32, Modulation MSB/LSB = 1/33.
- The MSB and LSB are like "Coarse" and "Fine" controls. Some synths don't want the LSB and ignore it, but the MSB still works as normal. Others will use the LSB for more precise control.