I'll answer just three of your questions:
1. Is there a reason why we need to "end tell" "menu bar 1" after "click menu item 'Exposé & Spaces"' is done? (lines 4-11)
The reason is that the menu item "Start Screen Saver" is not part or the same hierarchy than the menu item "Exposé & Spaces". The menu item "Start Screen Saver" belongs to a menu which belongs to a pop up button which belongs to the group "Active Screen Corners" which belongs to a tab group which belongs to window "Exposé & Spaces" which belongs to the application "System Preferences".
2. What is the "window" in '*tell window "Exposé & Spaces"*'?
The window "Exposé & Spaces" is the window that replaces the "System Preferences" window when you click the menu item "Exposé & Spaces" of the "View" menu.
4. How come we need to "tell pop up button 1" before a click, instead of "click pop up button 1"?
Because we tell pop up button 1 to click AND tell menu 1 to do something. We could also have written:
tell group "Active Screen Corners"
click pop up button 1 -- or 2 or 3 or 4
tell menu 1 of pop up button 1
click menu item "Start Screen Saver" -- or any other menu item
end tell
end tell
As for your other questions, here are some references:
For GUI Scripting, have a look at this Web page:
http://www.macosxautomation.com/applescript/uiscripting/index.html
You should also download and use "UIElementInspector 1.3":
http://developer.apple.com/samplecode/UIElementInspector/
But before all, to get a better understanding of AppleScript, you should look at these pages:
http://www.macosxautomation.com/applescript/learn.html
http://developer.apple.com/documentation/AppleScript/Conceptual/AppleScriptLangG uide/introduction/ASLR_intro.html
(From my own point of view, AppleScript is rather difficult to learn, and GUI Scripting still more.)