Clay bar- as the name suggests it is a synthetic bar of clay that pulls out chemically bonded contaminants. It is not abrasive but you MUST have a proper lubricant like Dodo born slippy or a detailer spray like meguiars detailer spray.
To check whether your car needs coating, wash it thoroughly, wear a plastic bad around your hand and gently glide it over the surface, if you feel small dots over the paint, it needs surface prep
Sealant- it is basically a stronger version of synthetic wax and it provides protection from uv rays, industrial fallout and smoke deposits. It also gives sharp reflections and water beading for 4-12 months depending on the sealant. Sealants are useless without proper base prep (in my opinion)
Polishing- a product like meguiars ultimate polish remove the previous layers of wax and brings out a fresh layer of clear coat to work on. It is also rich in oils so it adds depth to the paint.
For now, you just be regular with a good polish every two months and a wash and wax session every week!