The best way to understand them is to test them yourself, it works better and the brain remembers this better too.
Either you create a Test game object under which you'll put plenty of children, each one dedicated to a specific test, or you literally create a test scene in your project to which you'll return every time you need to try something.
The proxy is the intermediary tool used by Playmaker to manipulate certain Unity functions, otherwise they could not "talk" to each other.
The Canvas Group component is a really simple appendice. There are at least two actions to manipulate this component, one that sets the alpha and another one that controls all the options of the component, including the alpha too.