On the main menu, there is a sun symbol on the bottom left corner. Keep on pressing it to change the brightness of the screen.
The Pictochat is basically a Chat Room. If someone else is connected on Picto Chat, you can tell that person to go to a certain room. There, you can send messages to each other, draw, etc.
The DS Download Play is for your DS to connect to something (Maybe the Free DS Download service on the Nintendo Channel) to download it to your DS so you can play that game. (It can be a two player game, Game Demo, etc.)
You should know when you have a GBA or DS game inserted, you'll see the game's title on there.
The clock leads you to an alarm you can use to wake you up. You need to set the time in the Settings.
The DS Symbol leads you to more settings where you can set your language, time, birthday, name, favorite color, etc. There is a Touch Screen Calibrator there too.