All the clients connected to the router via UPnP are shown on the UPnP page.
The Firewall page is where you apply filtering rules to incoming packets.
The IP Address Filtering, Domain Filtering and MAC Filtering pages are related to the previous page. You can specify filtering rules depending on the type of address here.
The Remote Management page allows to specify the address and port of a machine on the local network you will be able to set the router up from.
The Advanced Security page provides you with options to protect the router against flood attacks of various kinds.