I think (and I'm sure someone will be along to confirm / contradict) that (edit - I tried to add the images but it's not having it so I have referenced by number counting from the top left and running left to right):
1
Is a drill chuck to go into your tail stock to allow you to (surprise surprise) drill holes to provide a depth check
These are jaws to hold work:
3 and 10
This is a ring your screw onto the work piece and then grip in the jaws - saves having to cut a recess:
8
This is the chuck that holds them:
11
This is a face plate that screws directly to the work and attaches to the screw on the driving end of the lathe in place of the chuck.
9
This looks like a screw which you use by drilling a smaller hole in the work piece and then screw in the pointy bit and then attach to the lathe in same way as the face plate - using screws around the edge as for the face plate can be a good idea
6
I think these are drive centres - the one with wide "teeth" goes at the driving end and the pointy one at the tail stock. The tail stock one comes in two flavours: Live centre - has a bearing in which rotates with the wood minimising the marking at that end and "dead" which oddly does not - this leaves a ring of compressed material which can go down about 4-6mm. Not sure why anyone uses these but that's my ignorance!
2 and 7
The following fall into the "God knows" category!
4 and 12
Hope that helps
Miles