What are independent clauses, dependent clauses, coordinating conjunctions, conjunctive adverbs, subordinating conjunctions? Please explain in detail.

While you are asking a lot of questions here, the answer
to any of your terms involves a discussion of the other terms, so I will try to give you
a few examples to illustrate how those terms can work together when writers craft
sentences.

Overview:  Coordinating conjunctions,
subordinating conjunctions, and conjunctive adverbs are used to join clauses. 
Independent clauses are complete sentences that can stand alone.  Dependent clauses
"depend" on being joined to an independent clause in order to have a grammatically
complete sentence.  If you join two clauses with a subordinating conjuction, then one of
the clauses will be independent and the other dependent.  If you join two clauses with
either a coordinating conjunction or conjuctive adverb, then both clauses are
independent.  One of the most essential reasons to recognize the difference is because
necessary punctuation depends on how clauses are
joined.

Independent Clause : 
has a subject and a verb plus any modifers and compliments.  It can stand
alone.

Example:  Jim and Sue bought cookies at the
store.

Dependent Clause :  has
all of the same elements as listed above EXCEPT it can't stand alone because it starts
with a subordinating conjunction. 

Example:  Because Jim
and Sue bought cookies. (fragment) 

Correct
Sentences with explainations.

Jim
and Sue bought cookies at the store, and they came to the party a bit later. 
There are two clauses here, each could stand alone, but they are joined by a
coordinating conjunction and therefore, there needs to be a comma before the conjunction
to clarify the sentence.

Because Jim and Sue
bought cookies, they came to the party a bit late.  Here the first clause is
dependent because it can't stand alone.  That first clause starts with a subordinating
conjunction, "because."  To make the sentence correct, it is joined to an independent
clause with a comma to set off the introductory dependent clause.  Note that if the
order of the clauses was reversed you would not need a comma.  Jim and
Sue came to the party late because they stopped to buy
cookies.

Jim and Sue bought cookies;
however, they arrived late to the party for other reasons.  Here there are
two independent clauses joined by the conjunctive adverb "however."  Conjunctive adverbs
usually require a semicolon in front of and a comma after them to separate them from the
rest of the clause.  The semicolon makes it clear that there are two independent clauses
that need proper punctuation, just like you would need if the conjunctive adverb where
not being used at all.

Creative and appropriate use of
conjunctions allows writers to clarify and illuminate the connection between various
ideas.  If used correctly, combined clauses offer the opportunity to vary the syntax
used in writing.

It would be helpful for you to research
lists of the most common coordinating conjunctions, subordinating conjunctions and
conjunctive adverbs. Below is good website.