These are computers used to run software which sends out data to other computers ort does other things for them. There is nothing special about them but they tend to be fairly powerful. They serve client computers.
These are the software running on the hardware servers which do the serving. They might be file servers (provided shared network storage), print servers (allowing many people to print to one printer), game servers (handling the interaction between players) or many more. One hardware server might run many types of software server but also one software server (e.g. a busy cloud storage service) might be so busy that it runs on many hardware servers.
A Web server is a software package which runs on a hardware server and sends out Web pages when they are requested by browsers.
A protocol is a set of rules for communicating. For these tutorials they are for two computers (or software packages) to communicate. Two famous ones are TCP which prepares Internet data and IP which gets the data to it's destination. They are no different in principle to protocols governing how people talk and behave when meeting in certain situations (e.g. meeting royalty).
HTTP is the protocol used by browsers when talking to Web servers. There is also a secure version called HTTPS which encrypts the data before sending it so that no one else can read it.
This is the protocol used to transfer files to the Web server in the first place. Almost all Web servers will also have FTP servers so the developers can get the files there.
Scripting is a form of programming and often you can use either word to mean the same thing. Any site which gets you to log in uses some form of server-side scripting and so do most other sites including news sites, reference sites, media sites and any site which provides lots of changing and complex data.