1: name the component shown in figure and also describe its function?

The given component is known as Three jaw chuck it is a work holding

device which is used in Lathe machine for holding the work piece.
Three-jaw universal chuck is used to hold round and hexagonal work
pieces. It grasps the work quickly and within a few hundredths of a
millimeters. 3-Jaw chuck has one hole for the chuck key/wrench to
tighten or release the jaws’ grip.

2: how this non cylindrical component is being held on lathe machine?

Four jaw chucks are used to hold the Irregular and non-cylindrical shapes. In four
jaw chuck every jaw is adjusted separately so that’s why it is also known as
Independent four jaw chuck. By using Four jaw chuck we can keep the work piece
either on the center or off center. Special dial indicators are used with Four jaw
chuck. In Four jaw chuck we can even hold everything Off-center.

3: identify the work holding device shown in the fig below.

Face plate.

It is a basic work holding accessory for a lathe. It is basically a circular plate which
fixes at the end of lathe spindle. The work piece is then clamped to the faceplate.
Typically using T-slots in faceplate.

4: identify the three work holding devices used in the figure.

Mandrel.
Lathe Dog.
Multi jaw chuck.
Centers.