If someone could give me a fast overview on Valves in a. It would be much appreciated.

Like:
What are Valves and what do they do.

I'm looking at this site http://www.puresuzuki.com/exhaust_system21.htm and I don't know what to order.

I have a 2door, 4 cylender, '94 geo tracker.

get the one for the 8 valve engine and you should be fine