They are completely different types of tool.
The item you bought is a reciprocating saw commonly known as a Sawzall. It vibrates in/out with great force. It is designed to use saw blades which have the cutting teeth on the side of the blade. It uses a semi-standard blade shape which looks like an "L" with a dot.
There's a totally different type of tool called an oscillating saw. This head vibrates in 4 directions (sort of like "Wax on/wax off" if you are waxing a car). When it has saw blades, the cutting teeth are on the end of the blade. However it supports a huge variety of other tool heads which can benefit form the oscillating motion. It has a quick-disconnect type that looks like a big asterisk with a side missing, to allow you to position the heads at a variety of angles.
Reciprocating saws are beasts that can cut through 1/2" thick steel with the right blade. Oscillating saws are much more dainty, intended for finer work, and don't have nearly the same cutting force. You don't worry about cutting your arm off with an oscillating saw.
The second set of tool heads you linked are for oscillating saws. They won't work on a reciprocating saw any more than a band-saw blade would work on a chain-saw.
Note that everything you linked is cheap Chinese crud from third-party "eBay tier" sellers on Amazon's little flea market they call "Amazon Marketplace". Expect these tools to very quickly fail, and the tools may be dangerous, since they bypass all consumer-safety laws by selling direct through Amazon. Unfortunately, Amazon mixes these junk products in with their regular search results with no ability to filter, and you often have to muck through pages of these to find a product actually worth buying.
Since Home Depot and Lowes also have online catalogs, and their stuff does not bypass the safety laws, and they have "curbside" so I can get it same day, I buy there instead.