Manilla refers to the graphics files that are displayed when you are using HTC's user interface (called touch flo or sense sometimes). Manilla has gone through several iterations and generations. Which version of manilla will depend on which Rom (mobile version of operating system) you are using. If you're on Att for instance you already have Windows Mobile 6.5 but the stock ROM has Manilla 2.1. Some of the custom roms use this version while others use Manilla 2.5. You can do more research on what custom Roms have which version of Winmo and Manilla since you are on ATT (which is a GSM carrier) here:
http://forum.ppcgeeks.com/forumdisplay.php?f=99.
xda-deveopers.com is more focused on GSM ROM developement than PPCgeeks.
Cabs are like exe's for your computer. You can download these to your storage card or main memory and then find them using file explorer. When you tap on them they install programs. All of this you can download from your phone but generally it's easier to see what you are doing on a computer.
Best advice I can give you is do a whole bunch of reading. It may come slowly but don't risk turning your expensive new phone into a brick because you get hasty.
Have Fun too.