These options are advanced features that give you more control over which urls you want our system to track. If you are simply tracking your homepage and a few internal pages you will not need to use these options, and the default setting under url tracking rules will work just fine.
The customize url tracking rules gives you more control on http/https, subdomains, index page, and query strings.
The wildcard option should be used if you want to track multiple similar pages (templated sites) with one snapshot. For instance, if your site has a number of user profile pages whose URLs all start with http://www.mysite.com/users/, you could track all of them with the same snapshot by using a wildcard pattern like this:
The regular expression option is also to track multiple similar pages with one snapshot, but it offers more control over URL-matching than wildcards.