We have a newbie
A Joomla! breakdown
Components = Extension/ Core of all operations of an extension. These components come with features built within the components. If you already see some displayed features, on a page (Usually on the left side) then they are built into the component already. In EasySocial's backend you have many options to display or not display many of those features. A componet will come with atleast one published menu item (page). That way you can view the functionality of the component.
Menu Item = Pages within your site. You set a component as a menu item to create a page. You can publish/unpublish the pages. You can also set them for registered or public access, etc......
Plugins = Functions that run throughout your entire site (Everypage within your site will execute the functions of a plugin). Some plugins have options to opt certain pages to not execute the funtionality of the plugin if you choose. Some plugins display features on the frontend depending on what it's functionality is. Some plugins use features that have only internal functionality and do not display anything.
Modules = Modules that you want to display on certain pages within your website. Ex. You want to create an article page (Article Menu Item). That page will display the article only and you may want to spice the page by adding EasySocial modules on the article page.
Note: Hope this helps. Not much time right now, but I may come back and help explain a little better
On your attached photo - "I see the leaderboard on the site" = A built in feature of EasySocial
"But it not published" = That is a seperate leaderboard module and you can put it on any page within your site. When you
create / open a module, scroll to the bottom and you can check the boxes of the pages you want
it to be displayed on