Need some help - a little confused

So I'm wanting to work on a project with PixHawk and MAVLink and I think ArduPilot, but I'm a little lost on what is necessary.

I'm having a hard time discerning the differences between ArduPilot and MAVLink and MAVProxy. 

From what I know, MAVLink is just a protocol for a message system to analyze what is happening with the drone (velocity, position, GPS data, accelerometers, etc.)

So MAVProxy is just software to install on the OS (Debian Linux, for the RPI case) to be able to recognize the data sent, right?

Right now, I'm trying to have the RPI on board and be able to receive MAVLink information from the PixHawk and save this data as an object file (possibly JSON, but that is a step later). Right now, I'm having more confusion based on the MAVLink code on GitHub.

https://github.com/mavlink/c_uart_interface_example

This link is for UART communication to the PixHawk and on board OS/CPU. There is an example program walkthrough of sorts in the readme. 

Now I'm not too familiar with Linux and all of this so I'm sorry if my questions seem stupid, but I am a little lost on the PixHawk shell part.

It says to connect the programming USB cable to the PixHawk. Am I supposed to connect the other end to the RPI, or a different Ground Station PC? 

For the login to the shell, would I use the Pi for that over serial? For this example, do I need the entire MAVLink github program files, or just the C-UART ones? Also, does the 'C' in 'C-UART' stand for C programming or UARTC port (telemetry 1 for PixHawk, I think)?

Sorry if these questions are really easy, I've done some research but the information is overwhelming to me and I'm a bit unfamiliar when it comes to programming.

Thanks.

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