1. what is TV tuner card and Video Capture card?

It may allow one's PC or Mac to view TV and capture video.

2. What does these two thing does and what is the purpose?

a. Let's you watch TV (I don't know what purpose TV serves, but it has been widely debated).
b. Let's you capture most analog video signals. Such as a Xbox or PS2 game underway.

3. is there any device that can enable a user to capture or record the movie or tv program? Or enable a user to capture or recird the gameplay while the user is playing game on tv (Note: such as user playing PS2 game on the TV)?

A TV Capture card could do that. See if they supply the software along with the card.