The regulator rectifier is a combined unit. It does the rectifying part as well the regulation part. It is part of a battery charging system. It gets a power feed, an AC power feed from the stator. Most of these regulator rectifiers and Stators are 3-Phase, for charging batteries, so there are three wires coming from the stator feeding into the regulator rectifier. Then the regulator rectifier rectifies it, and regulates the power to 14.5 volts and feeds a DC out to the battery. There are some single phase, regulator rectifiers as well that basically do the same thing. You have two wires coming from the stator, feeding into the regulator rectifier which is then connected up to the battery, so there is a DC output going to the battery.
A CDI is short for Capacitor Discharge Ignition. A CDI is an electronic ignition that uses a capacitor to store energy to which then gets discharged through the ignition coil. The advantage of a CDI is that the spark energy is very high, you get a very powerful spark, and very high voltage.