Here’s the FAQ for using custom code. It will explain the terminology and the general process. Reading that first usually then makes the author’s instructions seem much more clear. 
As far as your specific requests, it just depends on the details. You should be able to do all of that without needing any custom code at all, but with the following caveats:
- Send a text and activate Utilitech siren if any ADT branded door, window, or motion sensor tripped (without paid monitoring).
You should be able to do that for any sensor, whether it’s an ADT dual logo branded sensor or not. But it will require that you have active access to the smartthings cloud at the time that the sensor is tripped.
If the Internet is out or the smartthings cloud is down, then the only thing you can do is have the dual logo sensor trigger the siren on the ADT panel.
- Send a text if my Utilitech water leak detector, First Alert smoke/CO detectors, or Iris motion sensors tripped.
It can do that, but again only if the smartthings cloud is actively connected. Basically all messaging is handled by the smartthings cloud (except for alerts to the ADT monitoring center if you are paying for that service).
- Allow me to control various plugs and switches.
It depends what you mean by “control” and the specific brand and model of the plugs and switches. You can certainly set up some home automation rules with any plug or switch that is compatible with smart things.
But again, a lot of that will have a cloud dependency. You won’t be able to control them by voice or with your smart phone unless you have an active connection to the smartthings cloud.
So I’m not quite sure what you’re asking here?