If you want to remember the methods, you simply have to use the classes a lot. Practice makes perfect.
A tree is a data structure. They are a compromise between arrays (which provide random access) and linked lists (which provide easy insertion and deletion).
A set may use different ways of storing its data. A TreeSet will use a tree to store data, a HashSet will use a hash table to store data, and a LinkedHashSet will use a combination of a linked list and a hash table.
Different ways of storing data have different advantages and disadvantages.