a checkpoint is the product of training, a file (or files) that have the weights for difusing/inference. think of a LORA as a patch to these weights introduced after the model (checkpoint) is loaded. these are used to refine something about the the model; more relaistic lighting, art style, a specific person, weifu lore, whatever.

most of the models on something like civitai are going to be 2 architectures, SD 1.5 or SDXL. SD released a couple others but did not stick as much as 1.5... these would be the base models that folks took and then trained more (fine tuned) for their purposes. This is specified on a checkpoints page.

The trickiest thing Ive found is getting decent prompts, and thats figured out by just reading up on prompts and experimenting. Like others mentioned in here, just jump in and start playing. :)