If you are asking if Dnn can do all that, yes. Most of the things in that list are built-in and some will require additional modules, but yes, in the end you can do all that and more.

For making a blog/news you can find a decent module at https://github.com/DNN-Connect/DNN-Bl... which is open source and free. You can also find many more at http://store.dnnsoftware.com/ if for any reason that one does not fill the needs.

For e-commerce, there are just too many factors to consider, you would have to download trials and check what fill your needs.
I've been using CATALooK for years, it is very extensible and you can get a source code version, but it's not free and it's not very user friendly on the admin side of things.

The themes menu is for your site style (when you install themes or skins). The blog is a module, you need to create a page for your blog and then place the blog module on that page.

In Dnn 9 to create a page, you go to the left persona bar, first icon (content), then pages, then you click on the "add page" button on top. You enter the page details and then place it in the page list where you want it to appear in your hierachy.

Then navigate to that page and add the module to the page:
Click the pencil icon on the bottom of that same bar to enter edit mode.
On the bottom bar, click the box icon to add a new module and then select the blog module (you can also start typing to search for it). It will float so you can drag it in the pane you want in your theme (skin).
The rest of the instructions provided with the blog module should be correct, it's just how to create pages and inserting modules that have changed a bit in Dnn 9.

The manual is here: https://github.com/DNN-Connect/DNN-Bl...