Inner Link — A big list of app shortcuts. (though most launchers allow you to create this directly, by long-pressing to open the app shortcut menu, and then long-pressing on a specific shortcut to turn it into its own separate icon)
In-App — This seems to prompt the app itself to begin the process of dropping a new widget on the home screen. It transfers control to a dialog that is inside the target app, not a dialog created by Shortcut Maker.
Requested has... TODO — actually, I'm not sure what this one is
TODO: Explore in Skit > (choose app) > Components > look at "Activities", "Broadcasts", and maybe "Providers"
Mostly obvious:
Apps
Files and Folders
Websites — Launch a specific URL.
Contacts
Split allows you to launch two pre-configured apps in split-screen mode
Collections is a poor-man's launcher-folder. Use a better launcher instead (eg. Nova Launcher).