All furnace control boards will control the additional features that they come with (such as variable speed, or multi-stage heating and cooling)
The terminals on the thermostat will correspond with the furnace control board terminals. The furnace may have more connections than the thermostat, but most are not used or required.
For example with multi-staging furnaces you will normally see these terminals on the board. Most additional ones are to be used with 2 stage thermostats (such as w2 and y2). This would require having an additional 2 wires at the thermostat to have this feature. What is commonly done because in most homes they will only use a 5-wire, is that using the dip switches on the furnace control board, you can control how many minutes it will take for the unit to switch from first stage, to second stage. On top of that, you can bypass first stage to have the unit kick on second stage right away.
Some boards will have DHUM terminals on the board which will control optional indoor air quality ad-ons such as a Heat Recovery Ventilator.
Most new high end furnaces will come with, or have the option to be used my a communicating thermostat thermostat that the manufacturer sells. These systems will have endless amounts of options to set up. However the nest is not a communicating thermostat thermostat so you will not be able to use these functions if you have one of these furnaces. On top of that, you are only able to use that specific furnace manufactures communicating thermostat thermostats on each furnace.
These boards will normally have these terminals:
The A, B, C, and D terminals will be all that is needed to hook up to the communicating thermostat, and will give you full functionality of all the furnaces options. It is very rare to ever use all of the terminals on the control board of the furnace.