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You really need to do a short course on photography to understand what to do with all these things, but here's what they mean:
Macro is for close-up photography. In this mode, the camera will focus from about 6 inches to 3 feet (depending on the camera)
Infinite focus is for photographing things a long way away. Film cameras with a standard lens tend to reach infinity for things more than 70 feet away. With compact digital cameras it is about 30 feet. With professional cameras it is further.
VGA stands for video graphics array. It means 640 x 480 pixels with 256 colours. It was the standard for the first computer monitors to show fairly realistic photographs - but pretty tame by today's standards. Compact digital cameras often use this mode for video clips.
An automatic camera measures that the correct amount of light falls on the film or CCD array. Normal metering mode is based on the total amount of light coming into the camera. Spot metering mode uses the light intensity for that part of the picture that the camera locks on to.