I don't have a Sony so these are pure guesswork all the way.
Handheld twilight = Use at dusk. Light is fading and lesser than normal, the camera will be slower so keep your hands very steady as you take the shot. Remember, breathe, press, pause, exhale. No movement whatsoever except for the finger on the shutter. You may try to use this setting also for candle lights and campfires.
Anti motion blur = For stopping fast action. Use when taking action outdoors under bright sun. Pick a spot where you like your subject to be, then aim at your subject, breathe in, follow your subject smoothly, click when you reach the spot, continue following for 1 second then exhale.
ISO option in scene = Darker conditions, higher ISO, poorer picture quality. Photography is the art of recording light. Lesser light, lesser quality photos (unless you know what you're doing).
If you dare go into manual mode, consider the following.
Aperture or the lens diaphragm opening is measured in f-stop numbers. The smaller the number, the bigger the hole, the more light enters.
Shutter speed is measured in fractions of a second. If lesser than one second, 2 would be 1/2 and 250 would be 1/250. In 1 second or more, there usually is an s or sec after the number like 1s or 2sec. The longer the shutter stays open, the more light enters.
The smaller the aperture, the greater depth of field (distance where objects are clear).
The shorter the shutter time, the less chance of blur. You have to balance all of that and frame at the same time to take great photographs.
OR just trust your auto setting and shoot at will and stop confusing yourself.
If you have several shooting modes try to read them up in the manual. Remember that the manual is your best friend. If you don't have a best friend, search for one in the internet.