These are your Player Cards. You choose one at the beginning of the game and keep it throughout the game. The side with the green dragon is used during the Inquisition Phase of the game (the very first phase). The side with the red dragon is used during the Action Phase of the game (the second to last phase).
These are the Noble Cards. At the beginning of the game, you draw two Nobles from each Nation (you can see what nation they’re from by the mark at the top of the card and the color if the border, and the background). Some Nobles have special properties, others do not.
There are two types of Loyalty Cards: Loyalists and Monsters. At the beginning of the game players draw Loyalty Cards from a predetermined deck based on the number of players (see those decks here).
These are Loyalists. When a Noble or Inquisitor is accused the effects on the Loyalist Card happen immediately. When the effects of the card have been resolved the Loyalist is placed facedown on the Loyalist track on the board. A set aside Saboteur may be played by any player at any point to cancel the effects of the Loyalist.
These are Monster Loyalty Cards. When a Noble or Inquisitor is accused and has a Monster Loyalist Card that card is placed faceup on the board. The Monster is Rampaging and the effects on their card continue until a Saboteur is played to Slay the Monster. A Saboteur may be played by any player at any point by discarding a set-aside Saboteur and flipping the Rampaging Monster facedown on the board. This process is called Slaying the Monster. (***note: The Trio Sphinx says Vanquish, this is a typo and means Slay)
These are Action Cards. At the beginning of every Round, the Head Inquisitor draws a number of Action Cards equal to the number of players plus two. (Note: The game continues if the Head Inquisitor can draw a number of cards equal to the number of players or the number of players plus one. If the Head Inquisitor cannot draw a number of cards equal to the number of players the game is over and refer to Victory Conditions.) Starting with the Head Inquisitor each player takes one card and the remaining cards are placed on top of the Action Deck. During the Action Phase players may either show their card and do the action, discarding it facedown on the Action Deck when finished, or they may discard their Action Card facedown, without showing it, to do the Head Inquisitor’s Decree (more about that here).
This is the board. You put the cards in their appropriate places on the board. You put Nobles’ Loyalty Cards beneath the Noble off the board at the very bottom.