Sifra is an exegetical work on Leviticus of the Mishnaic era. BT=Babylonian
Talmud; JT=Jerusalem Talmud. Note that these are distinct books. The BT
is commonly referred to by page and side, (made useful by the fact that
virtually all editions follow the same pagination,) so 21a means the first
side of page 21; 21b would be the second (reverse) side. The JT is
divided into "halachos" (laws) and thus 4:4 would be chapter 4 halacha 4.
The Mishna (plural Mishnayos or Mishnayot) is the collection of
codification of the Oral Law first set down in writing by Rabbi Judah the
Prince (Rabbi Yehudah Hanasi). It is the basis for discussions embodied in
the two Talmuds and the root of all Jewish law (Halacha).
Pirkei Avot is one of the tractates of the Mishna, the one which deals with
ethics rather than strictly with law.
I don't know what you are referring to by Magen/Mogen; I presume you mean
one of several commentaries on the Shulchan Aruch (code of Jewish law)
whose name begins with that word i.e the 'Mogen Avraham'(literally 'the
shield of Abraham')