The digital sidecar is the blue plastic board
that you connect to the digital I/O (input/output) module in the cRio, using the big cable that has 37 pin connectors on both ends. The digital sidecar is used to connect some types of sensors (like limit switches), motor speed controllers (like the Jaguars), and relays (like the Spikes) to the cRio so it can "talk" to the parts of your robot. The cRio is the robot's "brain", and the wiring is kind of the "nerves" that connect to it.
The analog and pneumatic bumpers are the little modules that plug into the analog and pneumatic cRio modules, they look like this, but they say right on them "analog" or "pneumatic"
Compression is a word used for several things, if you tell us the context where it's used, we could help you understand what it means.
Pneumatic systems use compressed air to do stuff. The pneumatic solenoid valves are used to control air flow, so you can make it do what you want, when you want it. So if you plan to use pneumatics to move something on your robot, you need a solenoid valve for each thing you want to control.