The Core 0-7 will be the temps for your 4 cores. There are 8 - so it may be recognizing hyperthreading as a separate logical core, or there could be two diodes per core; really not sure.
System is a motherboard diode, just giving the general temp of the interior of your case.
CPU is obviously your cpu, not core specific, typically what people will measure for temps.
AUX could be a power supply, video card, or other high end add on.