SCM is the Windows Services Control Manager
Shell creates a 'Command Shell' for XAMPP, although the prompt is a #, its still a Windows Shell (Command Prompt)
Setup runs the xampp_setup,bat file
The 'Admin' buttons lead to the Administrative Functions for that service -
Apache = XAMPP Page, MySQl = phpMyAdmin, FileZilla- FileZilla Server Interface. etc.
(of course, you could have pressed the buttons too -- once things are working, LOL)