The Log button lets you record all your Stata commands and their
results (except graphs) as you type them. It creates a file that contains everything, including mistakes, typos etc.
The Results button brings up the results window, which
contains output from your Stata commands.
The Editor button brings up a spreadsheet editor containing
your data and lets you make changes in it.
The Browse button brings up the same spreadsheet as the
Editor button, but you won't be able to make any changes to the data.
The Break button lets you interrupt a process launched by a Stata command.