Hi Stephen, these seem like several different questions, and none of them seem to actually do with installation, though it's not clear. I'm not really sure how you wound up with a "4th [icon] that just links to these three". They are all explained here: https://wiki.sagemath.org/SageWindows... Sage was originally (and always has been) a command line-based application for UNIX systems, so that's the main interface you get when you use Sage.
However, there is also a web browser-based notebook interface based on the Jupyter Notebook. When you run SageMath Notebook it starts the Jupyter Notebook server, and should open a window or tab in your browser to give access to create notebooks. The Jupyter Notebook is a technology that is not specific to Sage, and worth learning about in its own right. There are many, many introductory materials about it online. This Sage tutorial also includes some introductory material on the notebook.
As mentioned in there, there is also an older web-based notebook for Sage called SageNB. It actually predates the existence of the Jupyter Notebook, but is slowly being deprecated in favor of just using Jupyter (which has a lot of buy-in by the broader scientific community).
Regarding
The tutorial says to click help, but none of them have a help button.
It wasn't immediately clear, since (as you have found) there are many different introductory tutorials for Sage written at different times and for different audiences. But you seem to referencing this one, which in turn seems to be referring to the old SageNB. If you follow those instructions in SageNB it just re-opens the same tutorial but makes all the examples executable so that you don't have to type them in yourself. I would suggest just actually typing them though, as that is the best way to learn.
I think you need better introductory material for the newby trying to get into Sage without a guide. You have a lot of stuff but it is all over the place and very confusing.
I actually agree that, although there is a lot of good introductory material to Sage, it's a bit all over the place and hard to find your way through the introductory documentation. Like I wrote earlier, that's in part due to different tutorials written at different times for different audiences. There are also topic-specific tutorials meant for beginners in specific subject areas. It would be nice if there were some better overview of what introductory materials exist, who they're for, and what order to go through them.
Concrete suggestions for how to clean this up would be welcome. Meanwhile, if you need help getting started, you might try to find someone near you who's already more familiar with Sage. Or if there's no one, perhaps if you asked on sage-support@googlegroups.com someone would be willing to walk you through it via screenshare or something. No promises though.
I've been working on this for about three hours a day for almost a week and I haven't gotten very far.
Other than what you've already mentioned here, what specifically were you stuck on? I can't imagine you've spent 3 hours a day just bashing against "a big blank blackboard".