And what do they exactly mean?

that is like the names, but what are each of them?

As I said, none of them have a single meaning, but some of them have meanings by which they are more commonly known.

For instance, in mathematics, lower case alpha, beta, and theta, are often used to denote angles. On the other hand, alpha and beta and gamma, in nuclear physics, are types of radiation, and the lower case Greek symbols are often used to denote that, and lower case alpha is also used to represent the fine-structure constant.

Lower case lambda is often used to denote a function.

Rho is used as a measure of electrical resistivity, or of density.

Omega is used to denote ohms, a measure of electrical resistance (rho is used to denote the variable of which the ohms is the unit of measure).

Lower case mu is most commonly used as a prefix meaning 'micro', or one millionth of (e.g. μW would mean a microwatt, or a millionth of a watt). On the other hand, the same symbol is used to refer to the coefficient of friction, or in nuclear physics it may refer to a muon, and has numerous other meanings also.