This All concepts I will explain one by one

1. DNS - Domain Naming Services, where this is running that computer we called as DNS server, the main purpose of using this is normally human beings remembering the IP Address to difficult because of we lot of commuter in my net work so that time DNS will give the Naming resolving services its means it will convert IP Address in to Computer name (FQDN) and Computer name in to IP address also. We come to now human beings Very default to remember IP address we can easily remember Names, DNS it helps to us converting IP Address to Computer Name (FQDN)

2. DHCP - Dynamic Host Control Protocol. For any computer address is the most impotent, each computer have 2 Address one is IP Address Next one MAC address.  
MAC Address is the Permanent but IP Address is Logical Address it can be changed.
Assigning the IP Address to Computer 2 way
A. Manvel
B. Dynamic (Automatic)

If you want assign the IP Address Automatic then the picture will came DHCP.
It will assign the IP Address automatically to system.

3. Domain ---- it is logical group of computers shared by single name space over all the domain, it a centralized management of database that is controlled of single administrator .and its store the information like all the objects.

4. VPN --- Virtual Private network
The remote user wants access the our private network (our network ) using the public network with secure connection that is the concepts VPN.