The TL431 is a regulator diode whose output voltage can be programmed by changing the value of resistors connected to it. It acts almost like a Zener diode except for that the voltage rating of this IC is programmable.
The HLK-PM01 is a small size low cost AC to DC converter which can take in 110V/220V AC at 50/60 Hz and give 5V 3W output. The module is can be used in designs which run on 5V and needs to be powered form the AC mains.
A Metal Oxide Varistor (MOV) is a protection component used in power supply circuits that is powered directly from AC mains. It is used to protect the circuit from high voltage spikes by varying its resistance.