While kinetic rounds (AP, APFSDS, etc.) lose effectiveness over distance because of air resistance etc.,
shaped charges (HEAT, missiles, etc.) don't rely on velocity at all to do damage. However, SC is defeated easily by
ERA (Explosive Reactive Armor) which are those cube looking plates you see on some of the later tier vehicles, and anti-heat cages which are those cage-looking things you'll see around certain vehicles. As to whether to use AP or HEAT is situational. Typically you want to use HEAT on anything that isn't a main battle tank as long as it doesn't have ERA on it. If you fire high-penetrating APFSDS at an AFV, for example, the round will 'overpenetrate' and go straight through one end and out the other without dealing much damage.
High explosive works differently. The round has some penetrating power but most of the damage is going to be the large non-penetrating explosion. Rounds like SQUASH, HESH, HEP are a special type of HE shell because instead of penetrating or just creating a large explosion, they rely on
spreading a plastic explosive across a portion of the armor's surface ('squash'ing the plastic explosive) which detonates and creates a shockwave that causes the inner armor portion of the tank to spall (armor shrapnel) and injure crew inside without actually penetrating. These rounds are defeated by spall lining, and more modern kinds of armor. (Edit: I don't believe HE rounds rely on armor angles to do damage, just armor thickness at point of impact, but I could be wrong. No idea about HESH because using it is so situational it's likely never going to be a concern)
Most of the gameplay mechanics are not explained in tutorials but rather on loading screen hints. The two rings on the map, for example, are the global spotting distance (Max spotting range for any vehicle) and your current spotting range (the white circle). You can't spot vehicles outside your spotting range, but you can still shoot vehicles outside spotting range if another vehicle has spotted them. The rings around your tank in the bottom left are an approximation of the camouflage that objects around you are providing, and the meter at the bottom of that display is your current camouflage rating. AFVs don't lose camouflage as long as they aren't going at high speeds, but if you shoot or move then this will go down. Artillery is basically an anti-camp tool and a support fire tank. They don't do tons and tons of damage, but they can damage multiple vehicles if they are all sitting next to each other, typically fire pretty quickly with autoloaders, and they can even drop smoke rounds (grants camouflage bonus) or illumination rounds (removes camo value from enemies).