Input floating: Input Floating means Pin can be used as a input and it is not "tied" to anything (means neither pull up nor pull Down) hence called as floating.
Input pull-up: Input pin which is internally pulled up with a resistor (Pin connected with VCC Via a resistor). Resister value can be found in the datasheet.
Input-pull-down: Input pin which is internally pulled down with a resistor (Pin connected with GND Via a resistor). Resister value can be found in the datasheet.
Analog: Analog pin might be connected with an internal DAC or ADC. and can be used for analog application like voltage sensing or controlling the brightness of an LCD.
Output open-drain with pull-up or pull-down capability: Open Drain output can be treated as transistor's collector, to get high state requires a pullup resistor.
Output push-pull with pull-up or pull-down capability: push-pull structure generally refers to two transistors (One PNP and other NPN) are controlled by two complementary signals.Either of the transistor gets on while the other turns off.