The first three items represent three ways of initializing navigation, as written in the description of Navigation mode. So in short: you can get navigation directions either to the current center of the map, or to a place you find by name or you just load a previously downloaded track.
Saving route is a process inverse to opening route. The route will be saved in gpx format, which makes it compatible with many, especially Google-powered, devices.
And for analyzing route, read the article about Track analysis mode in this help.