I think you need to refine your question a little - it's fairly broad. Are you asking which servos will work with which receivers? Do you want to know how they should be set up mechanically, eg: placement of servo arms & pushrods etc? As Charlie P pointed out there's as many different types of servos as there are types of models (air, ground & water based). Stronger servos are used for larger models, or models that will get a lot of force applies to their control surfaces (eg: aerobatic models). Digital servos are a lot more expensive but are generally far more precise, usually with strong load capabilities. Some servos have metal gears in them for added strength (and cost). Others are programmable, to deliver customizable torque curves etc.

Then there's electronic compatibility - there is (basically) two different types of connector - the futaba ones and the airtronics/JR/Spektrum/Hitec ones (though I'm sure there's several other types that're more obscure). They pretty much all have three wires, positive, negative, and signal, usually with signal in the middle of the connector with the others on either side. Digital servos (as I understand them) require a digital receiver whereas the older (cheaper) analogue designs will work on any receiver.

Hope that helps a little. If you have any more specific questions feel free to post them here.