Under Show Addresses, are addresses labeled Receiving those from which I can select in order to receive?
Yes, all of them belong to you.
What are those labeled Change?
Change addresses are used when you don't spend an input fully. Instead of sending the remaining coins to the same address from which they were sent, they are sent to a completely new address in order to enhance your privacy. You can turn off that feature in the settings.
Is there a guide more updated than the one on electrum.org?
I don't think so. You can also check
bitcoinelectrum.com for more information and
this thread if you are interested in the Lightning Network support.