OS is just your standard Operating System job - used for a executable, script or a simple command line function.
Most of the others (JAVA, Databases, AFT, SAP, etc) are related to 'control modules', which are add-on functions that can be installed to provide extra functionality.
CONTROL-M BIM relates to Batch Impact Manager, an Enterprise Manager add-on.
CONTROL-M Report relates to the use of a batch report using the reporting facility - available from 6.4.01 only.
Filewatcher - is for a filewatcher job which can wait for a file to arrive on your host platform. This also watches for deletion (and I think file modification, if I remember correctly).
These needed to be added to your desktop clients through the 'Tools' -> Import Application Form option in Control-M/Desktop but in version 7.0.00 they are installed by default.