The shades are (from top left, clockwise):
Club: satin, duochrome red-toned dark brown and green), Brule: satin, peach-toned beige, Satin Taupe: frost (not satin) dark taupe (I'd almost call this dark ash brown), Espresso: matte golden (slightly yellow-toned) medium brown.
If you have, or plan to buy, the Viseart palette I posted about here: Viseart Neutral Palette, then you don't need Brule or Espresso. If you only want a couple of basic, non shimmer shades that you can use on pale to medium skin for base, highlight, neutral lid and crease shades, then Brule and Espresso are great buys.
Swatched in same layout as in palette. Brule is pretty much the same shade as the skin on my hand, and just evens out the skin on my eyelid, making it a nice base for other colours. I also like it as a browbone brightener - I don't like the look of shimmer on my browbone or an extremely pale highlight colour, and this just cleans up the area nicely without looking overcooked to my eye.
For a simple daytime look I've quite often just used Brule all over and Espresso in my crease or on my lid up to the crease. Satin Taupe is a good colour for a daytime appropriate smoky eye, and then I add Club in the evenings. Espresso is a good crease shade for both Satin Taupe and Club. If I'm away for a weekend and I know I'm going to be going out in the evening this is the palette I'll often throw in my makeup bag.