There are many settings on a DSLR camera including;
Automatic mode, this is most commonly represented by a P. In automatic mode the camera adjusts the aperture, ISO and shutter speed itself. For the most part, shooting in auto will give a well-exposed picture that will probably suit the needs of the photographer.
Shutter priority, shown as TV or S, allows to manually change the shutter speed. This would be used for photos with objects or people that were moving. By changing the shutter speed the focus or blurriness of the moving object would change, for example a slow shutter speed would result in the photo capturing a blur of the range of movement while a fast shutter speed would capture a frame of the objects movements.
Aperture priority, shown as AV or A, allows to change how open the lens is and how much light is exposed onto the sensor which creates the digital image. This changes the depth of field of the photo taken. An image with a wide aperture (a low F stop number) will have a shallow depth of field as more light is allowed in so the sensor cannot process all of the information 100% correctly and therefore only focuses on one object in the shot.
Manual mode, represented by a M, lets the shutter speed, aperture and ISO be manually changed. This would be used to create a specific look or effect in the shot. It would be used to photograph a close up object in various lightings.
ISO, controls how sensitively the sensor detects light. This would be changed depending on the light levels in the surrounding. A low ISO would be used during a sunny day with lots of light while a high ISO would be used in a dark room with little to no light available. If the ISO is not set to the correct level the photo can come out grainy, too white or too dark.
CREATIVE SETTINGS/MODES:
Sport mode, shown as an image of a man running, is a setting for a fast shutter speed. It would be used to photograph a sports race that involved fast movement. It would be used in replacement of manually changing the shutter speed which would take too much time.
Scene mode is presented as a mountain, this setting is used to take shots of landscapes. It would be used while taking a shot of the countryside, a city scape, or a mountain range. In scene mode the camera will match the setting to the scene automatically. The image below was taken by me using this mode:

Macro mode, is represented as an image of a flower. It enables the camera to focus on objects close to the camera lens. Macro mode is commonly used to photograph flowers, insects and other small items that need a close-up view of to be clear. This image of a pineapple was taken using macro mode with my DSLR camera:

Portrait mode is shown as a face outline. When taking photos in portrait mode, the camera will automatically use a large aperture to create a shallow depth of field so the subject is the only thing in focus in the photo. This setting would be used for modelling photos and photos such as headshots. This portrait used this creative setting/mode to correctly select the setting and also focus the image:

Night mode is used when taking photos in low-light or at night. This setting uses a long shutter speed to capture scene details and also uses the flash to light up the subject of the photo. This photo uses night mode to select the correct settings for this shot:

The final setting is auto-depth of field, shown as ADEP. This setting is used when the correct aperture is unknown, it allows the camera to analyse the scene, detect the subject and set the aperture required to attain the necessary depth of field. The below picture uses the ADEP setting:
