If you bought an 06 STS you're posting in the wrong area, this section is only for Seville and Eldo's up to 2003, the STS section you need is under the current production section. I'm guessing that they can all be explained by reading the owners manual.
Your salesman should cover the basics. For details, you will really need the manual. Did you get one with the car?
If you bought from auction or private party and didn't get a manual, Helms offers them for pretty cheap. Some people have posted .pdf versions. Check the threads in the 2005-2010 forum. There's a lot of good information here.