Internal HDD means to boot from the built-in hard drive, the normal choice of device to run windows or whatever operating system from.
Cardbus NIC would attempt to boot from a network card plugged into one of the slots on the side of your (laptop?) PC.
Onboard NIC would attempt to boot from the built-in network adapter.
BIOS setup lets you change some of the computers more basic hardware settings. Be careful, as these settings can be changed to values which could stop your PC from working properly.
Diagnostic will let you check the health of your hard drives, and the rest of the system.