The diagram is more of a “all the possible safety features and functions you may need” picture than “here’s the basics to slap something together” type of document.
There are 3 fuses using the same symbol as the (only) one documented on the far left.
They’re supposed to protect your wiring and are included as the level of current that can occur in LED projects is not tiny, even though the voltage is typically low and the power levels modest.
The symbol on the right with the markings “M F” is supposed to represent a Male-Female connector that is often supplied with strips. The idea is/was they make it easier to quick disconnect a strip. Unfortunately they’re often limited as to the maximum current they can handle so they’re less useful than they could be.
The item labelled 1000uF represents an optional power supply capacitor that can help handle surges that occur with rapidly changing effects. Personally I’ve always found the use of these as dubious at best and a sign that your power - supply or wiring choices (or both) need to be reconsidered. That said, people do swear by them and they’re not likely to cause any harm.
The (optional) 62Ohm resistor is meant to deal with long data line issues. There’s an inherent issue trying to transmit the moderately fast data signal used to drive addressable LEDs. When the data line gets long (> 3m) the signal gets degraded. In some cases it may be bad enough to cause flickering/colour issues/effect corruption/etc/etc. The resistor can help in some cases. This is very dependent on your application, wiring choices and data distances. Try and keep your data lines short in general. Personally I’ve never needed/used a data resistor.
The choice and use of power supply voltages and/or buck converters is totally up to your design choices.
In general, higher voltage supplies mean lower current in the power lines supplying the strip. That means simpler power injection, smaller wires, smaller fuses, etc. But strips often require 5V for power and the ESP based MCU’s usually handle no more than 5V, so buck converters are a reasonably efficient way to bring the voltage down to what’s needed. Many people use just 5V supplies and have no need for converters at all. It really depends on the size and distances involved in your project.
As far as video’s are concerned, I’d use multiple grains of salt in relying on the advice presented. Electricity and electronics aren’t necessarily rocket science (although they’re often used as the basis for it), but it is fairly unforgiving about paying attention to details. Similar to computers, there’s a pretty basic set of rules they play by. Follow the rules and things will work out well, take “video shortcuts” that don’t explain what they’re doing and Your Mileage May Vary.
Probably just me being old-school, but I prefer to understand what I’m trying to do before I watch a pretty picture of what it could look like… (my $.02)