The square is the strike zone. It is an approximation of where the umpire will call a strike if the ball passes through that area.
The circle is the ball and is an approximation of where the ball was when it passed over the plate. If it hits the edge of the square or is in it, the ump should probably have called the pitch a strike. If the circle is outside the square the pitch should have been call a ball.
The number is pitch thrown to the batter, first, second, etc.
They also will give you the speed of the pitch in miles per hour
Regarding the square, baseball rules are such that a strike is call if the pitch is over home plate and located between the player's knees and armpits as he is in his batting stance. Therefore, the strike zone(the square) is a little different for every batter.
Also..... umpires have very different strike zones than is the letter of the law definition in the rulebook. Not sure how it evolved to be that way, but nowadays a strike is more likely to be from the top of your shin to slightly over your waist. Some umpires have wider strike zones, other narrower. Others locate the zone higher or lower. And still others elongate or squeeze the zone from top to bottom.
It's all subjective and is a problem with the sport, unfortunately.