"No Effect", "Location", and "Location and Scale" are relationships between Life and X when X is discrete. While the remaining are relationships between Life and X when X is continuous.
If X is discrete, e.g. suppliers, model types, etc., three relationships fit models under three different hypotheses: (1) X has no effect on lives (2) X has effect on the location parameter of the distribution (3) X has effect on both location and scale parameters of the distribution. Usually, one should fit all three and select the most appropriate one.
If X is continuous, e.g. Arrhenius, the three "No Effect", "Location" and "Location and Scale" still play an important role in model checking, i.e. checking whether, e.g. Arrhenius, is an appropriate. If, e.g. Arrhenius is appropriate, then a test between "No Effect" and "Regression" should reject "No Effect", but a test between "Regression" and "Location" should NOT reject "Regression".
Since you are checking out documentation, please take a look at materials related to "Nested Model Tests" and see whether they make sense to you.
Nonetheless, the above are only necessary steps in model checking and selection. You should look at other outputs in the report. It is a fairly complex task to check model in this context, and Fit Life by X report has substantial amount of outputs, which you may want to get familiar with.