Data type, record, source, tag, Data Track, annotation. Some of these are the same thing under different names, depending on where you're standing.
The platform has a small set of primitives. A data type describes the shape of something you can record. A record is one entry of it. Every record carries where it came from, and records can be tagged. Files sit alongside records in the same store.
Two names worth untangling: what the iOS app calls a Data Track is a custom data type, and what the REST API calls an annotation is the same idea.
Once those words are straight, the rest of the documentation reads easily.
Full details are in the developer documentation: