1 & 2: dunno

3. separator is just (by default) a line of ------- to separate visually some menu items from others, like a divider
typed content: you'll link directly to a "page" you create with the editor from the "new menu item", that means it's not part of any section/category and the only way to edit this is from the menu, I use that on my site for stuff like the blog viewer, aubade etc which are not part of any news
content section/category: figured out how to use these recently.
in admin, in your content menu, you first create sections, in these then categories (sub-sections), and you'll put your news items in these.
so in hte menu on your index, you'll first add the section you created, then the categories that go in each section as child items, in htis way, the main menu shows only the sections, and by clicking, expands to show the categories as subitems... (was that clear?

) you'll notice that you'll only be able to add already published sections/categories to your menu, once you've used all the sections, you can't add any more (unless you 1st create new ones in the content menu).
the others, i haven't used so far..