The "turnstile" : $\vdash$ means that $\alpha$ is derivable form the premises $\alpha_i$ according to the rules of the calculus (e.g. derivable from the premises and the logical axioms by way of modus ponens, or derivable with Natural Deduction).
The symbol : $\vDash$ means that $\alpha$ is a logical consequence of the $\alpha_i$, i.e. it is true whenever all the $\alpha_i$ are true.
The two relations are very different but stirctly linked : a calculus is said to be complete iff :
if $\Sigma \vDash \alpha$, then $\Sigma \vdash \alpha$.
In other words, a calculus is complete when it is "able" to derive from a set of premises all the logical consequences of the said premises.
(Quite) all the "interesting" calculus are complete.
For 3), I read $\Rightarrow$ as a synonim for $\to$, the conditional connective : "if ..., then ___".
In this case, the third relevant relation is established using the so-called Deduction (meta)-Theorem :
if $\alpha \vdash \beta$, then $\vdash \alpha \to \beta$.
As per your previous question, we can "iterate it" :
if $\alpha_1, \alpha_2 \vdash \beta$, then $\vdash (\alpha_1 \land \alpha_2) \to \beta$.