1. Embed JSON is reffering to when you are using json feeds in your campaign and the special tags have to be parsed, as shown here: https://forum.mailwizz.com/threads/embed-json-feeds-into-your-campaign.13/
2. Same thing as #1, but for xml feeds as shown here: https://forum.mailwizz.com/threads/embed-xml-rss-feeds-into-your-campaign.14/
3. Embed images - instead of using absolute urls to reference images, embed images will actually embed those images in the email body by using base64_encode. Please note that this will make your email huge in size, thus pretty slow to deliver. I would not use this.
5. Email stats - if you enter an email address there, when the campaign finish sending, you'll get back an emails with detailed stats about the campaign.