"by definition" of definite integral: the difference between the values of the integral of a given function f(x) for an upper value b and a lower value a of the independent variable x
If you’re integrating a function f(x), the Lebesgue integral is just a way to evaluate along the range of f(x) instead of the domain (which is the Riemann method).
The “Cauchy integral” is a concept from complex analysis that has a very limited application. It’s really a misnomer to call it an “integral”, because it’s actually a formula in which an integral is evaluated that defines a rule about holomorphic functions (whatever those are). You will probably never learn about any of this unless you become a math major.
Rectangular integration is a numerical integration technique that approximates the integral of a function with a rectangle. It uses rectangles to approximate the area under the curve. Rectangles would used to approximate the integral; each smaller rectangle has the width of the smaller interval.
Usually, integration using rectangles is the first step for learning integration. At its most basic, integration is finding the area between the x axis and the line of a function on a graph - if this area is not "nice" and doesn't look like a basic shape (triangle, rectangle, etc.) that we can easily calculate the area of, a good way to approximate it is by using rectangles.