“Scrub” is basically another word for seek. There is a setting to control whether audio plays, but it also depends on the format and audio codec - some support it better than others.
“Scrub while dragging” is just like it sounds. Do you want the player to seek to the Timeline position at the left edge of the clip you are dragging (from either Source or elsewhere on the Timeline)? You may notice that the playhead moves when you are dragging.
“Skim” is the term for seeking that takes place by simply moving your mouse over an image based on the horizontal axis. Other editors that offer this usually enable this by default and require no keyboard modifier. I chose to not expose a setting and instead require a keyboard modifier.