This is the documentation of all the Agent error messages. Not sure if theres a document that is specific for job types. If the job returns any specific error codes, they should be the application specific (SAP in your case). So, you should be looking at error codes in SAP documentation.
If you are looking for SAP errors, you need to look in SAP documentation - as Bhanu mentions. Remember, Control-M doesn't execute SAP jobs - it submits the jobs to SAP and then monitirs for completion and status. Other than possible connectivity - network or configuration - problems, your answers lie on the SAP side of the house.
Thank you both of you (Prakash Bhanu and Krastins) for prompt reply on this. I will check this and revert for any clarification.