Baking Soda is used for leavening, and in a recipe there is always an acidic ingredient to be added to cause the gas, also is a great deodorizer/cleaner for lots of things.
Baking Powder already as the acidic ingredient added.
Crisco in a tub is normally used for Deep Frying.
Shortening is used sometimes in place of butter/oil for baking it gives it a rich creamy texture.