Hey Arkon, welcome to the game!
I was typing when Sean posted but I'll keep my response in case it's helpful in addition to what he said.
Did you by chance watch this
tutorial video? It's the second tutorial video that I have on my YouTube channel where I go over those and won't be the most concise explanation of those specific types, but it may help some.
In short though, Sites, Fortresses, and Cities can be played from your hand during your preparation (before battle) and discard (after battle) phases. Some characters (like Jeshua the Restorer) allow you to play them from other locations during battle. Some Fortresses say in the identifier "Plays to set-aside" which means that they aren't in play and should be kept separate from other Fortresses.
With the exception of set-aside ones, Fortresses don't have a particular place in your territory so wherever you want to put them to keep them separate from your characters.
Sites are the same way except the exception is that you can "occupy" a Site with a Lost Soul which puts the Site in your Land of Bondage. By default, only one Lost Soul can occupy a Site. Based on the special abilities, some LSs do certain things when they occupy a Site and some Sites do certain things when they become occupied, but the default application is to make it more difficult for your opponents to rescue the Lost Soul. Only a Hero of matching brigade to an occupied Site can rescue a Lost Soul from that Site. So if my only Lost Soul is in a blue Site, you would not be able to rescue it with your green Hero unless at least one of two things are true: 1. the green Hero has "Site access" (would be in its ability or given by another ability), 2. the player attacking adds an unoccupied green or rainbow Site to battle to gain access. It's a little bit confusing and there are a couple other edge cases that will probably be easiest to learn as you encounter in games.
Fortresses are a bit simpler. They just sit in territory and their abilities are always active. Most have ongoing abilities (Storehouse promo protects your hand, deck, and Reserve from opponents) and/or triggered abilities (each upkeep Storehouse lets you take an OT Enhancement from your Reserve). Some Fortresses allow you to hold Characters there (e.g. Goshen), some are also locations for activating Artifacts (Noah's Ark (Ark of Salvation)), so as you can see there are a variety of applications so obviously feel free to ask about any in particular you don't understand.
Lastly, Cities are both Sites and Fortresses and can be played as one or the other. They'll have different abilities for each side so it's really just about adding versatility.
