CAT is the computer adaptive test, because you take on a computer, it adapts to your ability - thereby always challenging you, and it tests your knowledge of "basic" algebra, geometry, and descriptive statistics, as well as standard written English.
The OG is the Official Guide to GMAT Review (Ed. 10 or 11, usually), which is a huge orange book that is filled with numerous problems from the verbal and quantitative section. There is also the purple guide and the green guide, which refer to the Official Guide supplemental books that specifically focus on the verbal and the quantitative sections, respectively.
The OG software is called GMATPrep. It can be downloaded for free at mba.com - you just have to register, which is also free. The software contains two exams, each of which can be taken up to 3 times without seeing too many repeats (questions that you previously saw). It also contains reviews and practice questions for each section on the quantitative section and verbal section.
There also an older version of GMATPrep, called PowerPrep. However, that software is not as useful for preparation, as the algorithm is not close to the exam used now. However, it might still be of value if you want to simply solve problems and answer questions on the verbal questions under timed conditions.
You will also see references to MGMAT tests and MGMAT guides, which refers to Manhattan GMAT Review. It is a company that prepares you for the exam; the only one around that exclusively focuses on the GMAT, whereas Kaplan and Princeton Review (PR) focus on other standardized exams. MGMAT tests can be accessed (there are 6 of them) once you purchase at least one of their guides (there are 8 guides, each focuses on a specific section of the quantitative [quant] and verbal part of the exam). You just have to register the guide online, and you will have access to the CATs, as well as additional practice questions for each aspect that a given guide focuses on.
You will also see references to Kaplan 800 guide. This is a guide with some of the most challenging questions on each section of the GMAT. People usually move on to this guide if they feel that they need to be challenged more, or they have exhausted other resources: Kaplan Premier, Princeton Review, MGMAT, and the OG guides.
I think that you'll figure out the rest.