Zen: Zen themes are designed with a minimal amount of icons on the front screen to show more of the wallpaper on your screen.
Today: Today themes usually have some type of "Today" type information on the front screen, such as upcoming Calendar Appointments, Unread Messages, Text Messages, BB Messenger Convos, Missed calls, etc.
Icon: Just means that it has all of your available icons to select as the main screen with the theme's wallpaper, or your own custom wallpaper, in the background.
I am completely in love with this theme - it's absolutely gorgeous - thank you so much for making me like my berry even more than i did before!!! This is such an excellent theme!