Sorry for my stupidity but what's a SDK?
As was mentioned it stands for software development/developer kit. What it means varies
Back in the 8-16 bit era they tended to include full hardware listings, some example pieces of code and more besides. This made them great sources of information. I quite like the sega one for the megadrive/genesis if you want a really nice example of the concept.
The PS1 hit and people mostly started to compile their code (as opposed to writing in assembly code which is basically the human readable version of the simple instructions the processor uses to do all it does), the information they contained became less and the actual usefulness of them vs what those made by the homebrew community did became less.
On the original xbox I reckon a good 90% of the code ever written for homebrew purposes, certainly almost all that the average person around here would want (XBMC+emulators, not sure about the versions of Linux) was written to be compiled by the various leaked SDKs from Microsoft. They were more useful than the PS1 era stuff at the start and it never quite shook it as time went on. With that said the original xbox enjoyed one of the best homebrew scenes of any console, possibly even the best and only the Wii really stands any chance of beating it on the TV console front. If we are including handhelds then add in the GBA, DS and PSP. Nothing else even comes close to the volumes, quality and general good times enjoyed, and now android and raspberry pi type devices have hit I have my doubts as to it happening in the same way ever again.
The GBA had its one leaked prior to release and between the info it contained and some of the other things within it we had emulation from day 0. As time went on there were new compilers and toolchains made (today it is devkitarm/devkitpro but there was the HAM one and the AGB toolchains prior to that). Nintendo's offerings were still useful to some people as it could handle various formats that were common (16 bit era and older everybody did whatever they liked and there were no real common formats, by the GBA the desire to reinvent the wheel for every game became less so Nintendo provided some formats for devs to use for things like audio, in the GBA's case it became known as sappy after one of the main tools.
The DS did have an early SDK leak which yielded not a lot (it is really quite useless and somewhat restrictive compared to the homebrew stuff), parts of the later one leaked and helped some people out with the 3d formats, and to this day some ROM hackers use the SDK setup to make 3d models for DS games which use the NSBMD format. One of the DSi ones also got shared behind closed doors and may have helped some flash cart firmwares do some stuff. Technically the sound hacking of the DS owes a bit -- I think it was a Zoids game included a log file of sorts (called smap) that is normally deleted, the information it contained allowed hackers to match up the aspects of the header far more quickly than looking and fiddling ever might. It was however around this point that the systems were getting hard to emulate so there was a leaked version of the emulator that the SDK had called ensata (
https://gbatemp.net/threads/nintendo-nitro-software-emulator-ensata-1-4d.35047/ ). It barely ran anything but it did manage some things before desmume and no$gba got going.
The system config tool for the wii u was mentioned, I am however less familiar with the goings on with the Wii U than I might have been. Nintendo did sort of open up things after the wii u had failed, Sony also did something with the vita.
Other things have happened over the years when repair tools and SDKs have been leaked. For the Wii the repair disk got leaked. Around the same time Nintendo blocked a bug which was exploited known as the trucha bug, however the IOS from the repair disk was not fixed and it allowed people back in.
So yeah with the modern stuff you tend not to get any great hardware information, the compilers they include are usually locked down for no great gain, most of the ones we see are for game developers rather than the system developers so their use for hacking is limited when going up against modern type security design. They can however be of some use to ROM hackers and while they might be clunky and locked down if what you care about is end results you can occasionally compile some code which will run.