The markers are supposed to control when another UDE is output. For example You want the coolant to come on after the tool reaches the Z depth but before it starts cutting. Use the approach marker and then the coolant on
others only work when the corresponding move is active. Start, Gohome, Return are moves you can find under the non cutting moves - Avoidance so if you have defined a Return point you could add a UDE to output before or after the return point.
The spindle marker controls when the spindle code is output.
However depending on how the post is set up some of these do nothing.