Simple. Expo and curve translate a lineair movement on the transmitter into a movement you did set.
Speed is a setting with which you can make a servo/esc change slower.
With mij first high advanced transmitter, the Futaba FF3, I played some evenings with it all the settings live with the car next to it and it became quite clear how all works. At start an expo on the steer looked perfect to use as also some changes on other settings but finally I ended up with all those settings on neutral because it gave me the best lineair feeling of the car.