Cellular providers are also known as mobile carriers and they are companies that carry internet service such as Verizon, AT&T and Sprint.
HD stands for High-Definition and it is most applicable when talking about photography or videos. It is a higher quality picture when using HD.
A captive network is also called "subscription networks" and you can publicly subscribe or pay to use.
Home network is referring to your cellular service that is installed at your home. Your device will automatically connect whenever you are in the range of your home netowrk and it is the safest, most reliable network.
Network refers to a place where you can get connected to either Wi-Fi or Cellular. It is wireless and you can not see it but you can find Wi-Fi networks for example, when you are searching for Wi-Fi on your device. What you see listed are called "networks."
SMS also known as 'short message service' is a reference to how a text message was sent. It is a message that was not sent over the Apple Network meaning another iphone or ipad. It has a green background when it's sent and can also show if the person recieving the message has their phone off or is out of range.
Cellular Data is what you use in order to access the internet when your device is not connected to Wi-Fi. You can turn this feature on or off to determine whether or not you want your device to automatically use your cellular data to keep your device working. If you use cellular data, that is what you get charged for under your data usage that you pay for monthly.
Wi-Fi is what you need to be connected to in order to use the internet on your device. Many places offer free Wi-Fi that you can use but you must use their network and password provided in order to connect. You can also have Wi-Fi at your house if you pay for the internet through a provider.
Two-Step Authentication is also known as two-factor authentication. It is another form of security for your device so instead of just asking for one passcode to access your phone you must go through a process of two verfications that will be required when you try to login on a different device. This is something you have to set up yourself on your iphone if you want this level of security, it is not activated by itself.
Your Apple ID is your email address and password that is associated with iCloud and is the same for iTunes as well.