Security relearn allows the PCM to learn itself to your car's security system. This is required when the PCM wasn't originally installed in your car, or has since been installed in someone else's.
CASE (crank angle sensor error) learn is for the variances in the crank sensing system. It's slightly different for each car and the PCM needs to learn these variations. Most cars are close enough that it doesn't matter. If it's enough variance from what the PCM is used to, then it will throw a check engine light. Even if you don't get a light, it doesn't hurt (and is a good idea) to do the CASE learn.
