You are looking at the lowest level parts you can get, the ones you list are a transistor, a huge diode, an IGBT, and a voltage regulator. They are all "power" parts, maybe to make a motor driver or a power supply. To figure out what to do you need to look at the data sheets and understand the basic principles of how these parts work. A book like Practical Electronics For Inventors 3rd Edition might help. I hope you got a good deal, it might be a little while until you know enough to really use these parts effectively.
I guess you bought these at some flee market or garage sale.
As stated by the others before me, if you have to ask then you probably aren't into electronics yet.
The part you mentioned second, will probably the first you can and will put to use some time.
The other parts have a lot of uses, and you would need some experience to use them as meant to be.
If these were cheap, and you are planning to do a lot of electronics, you could store them somewhere and dig them up when you will need them.
There's a lot of parts you would need to learn about before you get to these parts.
You could also try to sell them on marktplaats/ebay, but that will be less fun.