ZnSe and GaAs are just the types of material that the lenses are made of.
ZnSe is Zinc Selenide and is harder than the GaAs Gallium Arsenide crystals which last a bit longer when in rugged environments and more frequent cleaning is needed.
The beam combiner lens is held at a 45 degree angle directly in front of the laser beam and you have a red laser beam shining onto the 45 deg face of the lens that combines the two beams together. The Co2 wavelength is invisible to the naked eye but the red laser is visible making the setup process for the job much easier because after the bending of both the lasers through all the mirrors and onto the job surface you can see where the red laser is situated and where the CO2 laser will start cutting.
The focusing lens does just that, it focuses the beam into a smaller dot onto the job which increases the beam intensity many fold allowing it to cut with a smaller kerf (cut width) and through thicker material.
The beam expander widens the laser beam, say from 5-7mm to 10-15mm before it is passed through a galvanometer head or focusing lens which has the effect of making the point contact of the beam very small in the neighborhood of only a few thousands of an inch (but less cut depth because of the beam angle) which also increases the power density of the beam at the point making fine engraving possible on metals etc whereas the normal beam would not have enough power at its normal width and would also be too wide for practical engraving use.
The following URL has some very good explanations for you in this subject. Just click on the links and brows to your hearts content.
Hope all this is understandable for you and it helps somewhat.