Core.esm ??

http://i.imgur.com/av4tPvb.png

do I check these??

http://i.imgur.com/V9wpFeV.png

what?

http://i.imgur.com/DvU8VmE.png

Screen shots taken from LOOT and NMM

The Core file must always be active to use Project Nevada, it is the main file of the mod.

The other plugins you can have active or inactive, depending on if you want the changes they make.
Equipment adds new weapons and new one armor of each type.
Rebalance adds options to modify XP gain, skillpoint gain, how fast needs increase in hardcoe mode, and lots of other things.
Cyberware adds new cybernetic implants that you can find in the game, and adds a new way to manage them.

I always use everything.

The "esp flagged as esm" is nothing to worry about, i think it it is an old trick used by mod makers to overcome some limitations (that i have forgotten what they are )

so do i just check the things in plug in ?

Yes, check the Core and the others you want in NMM.

how do i get rid of no essential since that part of CoW doesn't work

Can't help you there, i've never done that myself