First ? is the cap on an overflow, dont use it unless it makes a gurgling sound.
Second ? is the check valve. It sucks the air out of the top loop to increase water flow, not mandatory, but I recomend it.
third ? mark I cant tell if its going to the blue thing or the pvc.
The inlet sucks water from tank, and the outlet puts it in the sump. A power head pumps it back up to the tank.