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Seeing your car is an 05 (yes I stalked your profile to find out lol) here we go.
The top lights that are both on are D2R high intensity discharge bulbs. They function as your low beams.
The bottom large lights are H4(also referred to as 9003) halogen bulbs. They're a dual-filament bulb that power your high beams and fog lights. They're probably not on in the pictures because you have neither turned on.
The bottom orange lights that only one is lit are 7443 bulbs. They are also a dual-filament bulb that function as your running lights and turn signals.
The lights on your fenders are 168/194 bulbs. Those are called your sidemarker lights.
To replace the bulbs in your headlight assembly you need to access the back of each light. Jack up the front end of the car, remove the wheels, remove or peel back the front inner fender liner and each light will have a round plastic cap that unscrews to access the bulbs. Remove and replace as needed. People have also just left the car on the ground, turned the steering wheel hard to one side and reached in there to finish the above process. My car is way too low to do that. I'd recommend my first method since you will have a clear view of everything and learn about your lights in the process of replacement.
The sidemarker light assemblies just pull out of the fender and bulb replacement should be self-explanatory from there.