Rock bottom noob question.

[Aurongroove]

I just started using the programme, and I don't know which type of file to work with

you know, from the option of IT, XM, S3M, MOD, or OpenMPT Module.

Where can I find out what they're each... for?

[Saga Musix]

Well, the manual has a short description what each module format can do and where it's from, and each of them basically has its reason to be used. However, unless you have any specific legacy requirements (e.g. you want to make music for the Amiga system), I would stick to either IT or MPTM.
IT is basically the most advanced oldskool music format. If you want to make classic sample-based tracked music without plugins, and you want to spread the source files, IT is the best option. On the other hand, if you do not intend to spread the source files (which would be a bit sad but apparently that's how most people roll these days), or if you want to use VST plugins in your songs, you should use the MPTM format, which is basically the same as IT but with a few enhancements.
There is also a hidden setting called DefaultModType which lets you choose the default format for newly created files. By default it's IT, but it can be changed to MPTM that way.

[Aurongroove]

IT I will try then.