What board are you asking about ?
These pins are used for specific tasks.
ICSP is a set of pins, it's an acronym for In-Circuit Serial Programming.
It offers the possibility to program a chip, without having to remove it from the circuit.
Those ICSP pins are also available as other pins (11, 12, 13 on an Uno for instance) for most boards.
An Arduino has a bootloader that offers a similar option, but in a completely other way.
You can connect it to the PC by using a USB cable without the use of some adapter / programming board.
Some Arduino variants do not have this USB interface, to save precious space, those are the really small boards.
Aref offers a reference to the analog inputs.
You do not need this for most sketches you'll find, but in some cases this can come in handy.
IOref is new.
It tells a shield what voltage level is used.
An Uno would have 5 volts here, and a Due would have 3.3 volts.