Sumps (and sump pumps) are used to increase the colume of water in a setup, and provides you with a place to stash equipment that's easily accessible and out of site. It's typically just another tank that is located below the main tank, with overflows in the main tank to get water to the sump and a pump to return the water from the sump to the main tank.
Overflows are used to control and limit the flow of water to the sump. There are two kinds--built ins, which sit inside the tank and have a hole drilled through the main tank for plumbing to connect to the sump, and hang-ons, which use u-tubes to connect with plumbing on the back of the tank. They both have a serrated topline, to pull water from the surface, a siphon break in the return line and a stand pipe to limit how much water will be pulled from the tank in the event of power failure. Built-ins will also pull water from other levels of the tank and have space to accomodate return plumbing.
Protein skimmers are a type of mechanical filtration which will remove dissolved organics from the water. In FW, they aren't really effective because of differences in the surface tension of FW and SW.
Everything but the protien skimmers can be used in FW with no problems. The skimmer canbe used, it just won't be effective, so will waste power, space, and money.