The data port is a satellite feed from your dish, or if it's a shared complex, it's a satellite feed. You may or may not require a decoder for the satellite depending on the setup. Data in this case actually means it's a digital connection.
The only problem with this fixture is that hd satellite may require multiple feeds to the HD receiver, (TiVo and pvr stuff)
The TV port is a the old school tv antenna port where you have the rf antenna on the roof. You will need to scan for open air channels from your TV with this analog connection
Radio is just connected to a radio antenna or mast.