To be very brief: A gene is a sequence of DNA or RNA, which is hereditary and has a biological function. In the Saccharomyces cerevisiae genome you posted, every gene is a DNA sequence. The function of most genes is to be transcribed to messenger RNA (mRNA), which is then translated to a protein.
Structural RNAs are also encoded by genes and, thus, part of the coding regions. They are made up of RNA, but function more like proteins. When they enable reactions, like enzymes, they are called Ribozymes. The most well known ones are the Ribosomes, which are an essential part of protein biosynthesis. Others form special structures which help molecules recognize each other. tRNAs are needed for the ribosome to recognize the right amino acids.
As David said, this is very basic molecular biology and gene regulation/expression in eukaryotes can get quite complex. The wikipedia articles provide a good introduction and the Berg biochemistry book he linked is excellent further reading. If you want to know more about yeast genomes, you can check out https://www.yeastgenome.org/. It provides a whole lot of information regarding the amount of coding/noncoding regions and their function. There is also a graphical genome browser, where you can view each region in detail and compare it with your own findings.