To answer your other questions:
A caucus is where each party elects delegates (one delegate per county). The way each party elects its delegates is determined by party officials, so Republicans cast secret ballots or have a show of hands and Democrats have discussion areas where they crowd around the candidate's information tables, and other parties do whatever it is they do. The delegates then are expected to vote for the candidates in proportion to how many votes the candidate got in their county, but a super-delegate (a party official elected to an administrative sort of position by other party members) can vote as they please in the primary. This is slightly less insane than it sounds, here's an example:
There are 99 counties, thus 99 delegates/party. On the Republican ballot are Joe Schmoe, Mary Smith and John Q. Public. On the Democrat ballot are Bob Johnson, Amy Peters and Jeff E. Veryman. The final results are:
In counties 1-55, the majority of the Republican votes are for Mary Smith.
In counties 56-89, the majority of the Republican votes are for Joe Schmoe.
The remaining 9 counties have majority Republican votes for John Q. Public.
In counties 1-40, the majority of the Democrat votes are for Bob Johnson.
In counties 41-80, the majority of the Democrat votes are for Amy Peters.
The remaining 19 counties have majority Democrat votes for Jeff E. Veryman.
Therefore, the Republican winner of the state caucus is Mary Smith and the Democrat winner is Bob Johnson. The Democrat delegates from that state will vote according to the majority vote in their county. However, when the final vote is taken, let's say two super-delegates who have been working hard, fetching all the coffee for everyone in the office or whatever it is super-delegates do, those super-delegates decide that they doesn't like Bob Johnson and Amy Peters would make a better president, so they vote for Amy Peters. That means that even though a majority of regular folks voted for Bob Johnson, the two super-delegates make sure that Amy Peters gets the official nomination, because it's such a close race that those two people make all the difference.
It will make more sense as soon as you realize that we really do not have a democracy at all--we have a Republic, which is quite different.