The plants are transported in pots with the roots protected with rockwool. This is not meant to keep them long term, so you need to:
take them out of the pot
remove the rockwool- it won't mess up your water so don't panic if some goes in the tank, but try to get it all off if you can
(depending on the type of plant) split the plant into plantlets
trim the roots to about 1-2 inches long with some sharp scissors- this will encourage growth
plant the plantlets in the substrate
The guy in the shop had never heard of anubias or java fern?
If you post a photo of the plants you have then I might be able to ID them.
It's good to have a mix of biological filtration (that's the Cirax, it provides a surface for good bacteria to colonise) and mechanical filtration (sponges, anything that physically removes bits of crap). There's also chemical filtration (carbon, zeolite and whatnot), but this is not always necessary in the average freshwater tank.
The poly stuff needs replacing quite often because it gets clogged. Unlike the carbon, you can try and give it a wash but it tends to fall apart pretty quickly. I don't bother with it but then I don't mind not having perfect-looking water.
Nitrax is a nitrAte remover, I've never used it so I don't know much about it. It says on the blurb that it's biological and grows anaerobic bacteria so maybe it doesn't need changing. The instructions will tell you. NitrAte is removed by water changes anyway so it's not an essential thing to have. Might be useful if your tap water nitrAte is very high though.
As to what order you should have things in, the aim is to remove the biggest bits of crap first, so fine sponges and poly towards the top and coarse sponges towards the bottom.
I haven't had much caffeine yet so I hope that makes sense 