As has been said, threading is out without change gears. The lack of a gearbox doesn't mean you can't threads. It just means that the different gear ratios needed to turn a variety of thread pitches has to be accomplished with change gears.
There is a boring bar holder, that's the thing in the middle to the left.
The teardrop shaped tool near the bottom is probably a taper drift tool for removing tools from a taper, such as a Morse taper.
The two pez dispenser shaped tools in the middle are tool bit holders. They go in the Armstrong-style tool post on the lathe in the pic.
Not sure about some of the other stuff.
Those jaws are the outside jaws for gripping something bigger than will fit on the inside of the jaws currently in the 3-jaw chuck. I don't know why a 3-jaw would be of limited usefulness. Sure a 4-jaw is more versatile, but I turn most of my stuff in my 3-jaw just because it is faster.
There are a few things that I don't know about.
A quick change tool post is nice to have, but if you aren't sure what you are going to end up doing with the lathe, I would settle on an inexpensive 4-station turret tool post. You can make parts with the Armstrong (also called lantern-style because if the shape) tool post, but setting it up is a pain if you haven't been doing it for 50 years.
Dave