SCP stands for secure copy. It is a way to securely move files from a local host to a remote host, or two remote hosts using SSH for security.
SFTP stands for secure file transfer protocol. It is a way to securely move, and remotely manipulate files. Like SCP it relies on underlying protocol such as SSH for security.
Appleshare is a way for client applications to exchange files and request services from server programs on a network. All Macintosh computers support Appleshare protocol.
Windows File Sharing is way to transfer files to Windows machines running on a network.
FTP stands for file transfer protocol. It is a way to transfer files over any network that supports the TCP/IP protocol.
You can always select the Best Available option in the Protocol menu and Dragster will figure out all of the details for you. Dragster will try each protocol, starting with SCP and work its way down the list until it finds one that works. It will then save that protocol for that shortcut from now on.
The description beneath each Shortcut in the Dragster menu will indicate which protocol that shortcut uses.