Those are router bits. Theoretically you could use one in a drill but most would use them in a router or maybe a milling machine. If you did use them in a hand drill it would likely leave a very bad surface if it is handheld, most of those are for specialist tasks too which you would not be able to do with a hand drill, and probably be very dangerous to boot. That looks like a fairly basic set on the cheaper side of things but will likely do what you need there for household carpentry type setups in normal woods. Most people have those and then buy any really fancy edge bits as they need them or see them.
Drill bits. What do you want to do with them? For most home use then a decent set of non Chineseum bits will do most things. Do you intend to sharpen them when they get dull or just buy replacements? If you don't know how to sharpen and don't care to learn then stuff like Titanium Nitride (TiN, typically a golden colour) can be nice to have but such goes go the first time you touch them on a grinding wheel.
For home use there are typically three styles aimed at wood, metal and masonry. Sizes will typically be basic metric and basic imperial, and then ones aimed at more specialist things like tapping threads where you want to be pretty close to things.
Masonry bits will typically come with a carbide tip and are what you want to drill into brick, concrete, some stone and such like if you are dealing with buildings like that (pretty much every house in the UK is brick and concrete, US ones... you might have to go some way to find a brick house there). Typically to put up shelves and mount things to the outside of the house. You might get a hole in brick with the other sort but it will dull the bit incredibly quickly. You will probably also want a hammer drill for this sort of thing.
Metal will also do wood and plastic reasonably well (indeed some woods -- my current house has hundreds of years old oak which is hard as anything and snaps basic wood bits)
Wood will tend to have a spike on the front to try to hold it in place, larger versions will be so called spade bits and while there is some overlap there is also hole saws. There are other sorts (some of which mentioned in the post you quoted) but most of those are for use in trades more than anything you will likely encounter in the house.
Video because why not
If you intend to play with CNC machines and mass production then fancy coatings, cooling holes and whatever else come into play but at that point you will likely have a tool seller to help figure things out.
Short version. Most of the time there are kits of bits put together for tools and DIY shops. Most of those will do OK for things most people want to do around the house (holes in wood, putting shelves up or brackets on walls, holes in walls for wires, the odd hole in a piece of steel or aluminium to poke something through it) especially if they are not the cheapest Chinese ones. Fancy coatings are OK but I have never seen one I would pay up big money for for household/handyman use, though that might change in the coming years. If you are going to do more hardcore metal work then pay up a bit more for something better on the metal bit side of things. If you are going to play builder then you will probably have to start looking at SDS/mini SDS drills. Oh and I should also note that while you can put a screw in with a drill that a impact screwdriver is very nice to have if you have a lot of them (the impact thing making it go quicker, and free up stuck ones more easily without camming out as much).
Back on topic. Some actual games. Where widows and orphans traditionally give me the best deals on tools then spurned lovers and bored mothers are typically what do the best on games. In this case £5 for all of them there. I know they are not the best games and they are loose but still something to play.
Finally I was watching mrpete222/tubalcain the other day and one of his old and cool tool segments was on Bernard pliers
They seemed cool as anything but I never expected to see any in the UK, was happy to be proven wrong.