There is an infinite amount of lighting approaches. I'd suggest going to ati or nvidia developer sites and checking out conference presentations from around 2001 - that was about the time when all the different approaches were introduced in an easy manner. Checking out today's presentations is also good, but now they throw you directly into subsurface scattering, soft shadows, advanced brdfs and all the other things that are very scary for a beginner.
Stencil shadows on the GPU, is, well, shadows utilising the stencil buffer on the GPU. Most often they are a particular implementation of shadow volumes.
In short: read all the material you can find on a topic. Experiment yourself, starting small and getting into more complex things. That might take a year or two, but that's the way to learn. Lighting, shadows etc. is a complex topic.