You should request Training Funding if you would like to use CA to enroll in a training program offered by an approved training provider. Your application for Training Funding can also include Books and Materials related to that training, which can be covered up to the $4000 combined CA and FTA fiscal year cap.
You should request Exam/Membership Fee funding if you are ready to schedule and take a certification exam according to the requirements laid out by the National Certifying Organization (available through the CA DECIDE list of eligible credentials). Note that membership fees paid to the National Certifying Organization are only eligible for CA funding if membership is required to obtain the credential.
You should request Books/Materials Only funding if you are choosing to prepare for a certification exam independently, without the help of a CA-funded training program and want to study pursue your own course of study. Remember that books and materials tied to a CA-funded training program can be requested within an application for Training Funding.