4) Transistors are probably the most important part of modern circuitry. In simple terms, they are devices that will release electrons when hit by a very specific frequency of electromagnetic radiation (light, but not necessarily in the visible wavelengths). The electrons released create a current, which is enough to turn on a small part of the circuit, and from there it's up to the circuit designer what they want it to do, turn on, use the stored energy in the capacitors to do something, really whatever they want.
5) These look like resistors to me, based on their markings. They can be used to lessen the flow of current through the circuit, a sort of way to make sure not too much flows through and either uses too much electricity or burns out more sensitive pieces.
6) Capacitors store charge in different geometries, but the simplest ones are two parallel plates held apart at a distance. Electrons gather on one side, creating an overall negative charge. This is a stored electric field. If you then touched something conductive between the two sides, like a bare wire, the electrons would immediately transfer across the capacitor until the charges are equal. This would cause a very big "electric shock" if you or anything else got in the way (depending on the size of the capacitor).
Capacitors that are cylindrical like in your picture work the same way, more or less, but are cylinders instead of parallel plates.