patches are applied to the game code, so you need an image of the dvd/cd on your pc which you aaply the patch to. this alters the game from its origonal state. usually this is done to translate japanese into english (like fernandos patches for WE8) or add some differnet menu graphics, music, chants, and sometimes to add new kits, players etc.
The Xport is used to copy option files that you have downloaded onto your pc to your ps2, this is how you get all the transfers done without having to burn a dvd with a patched version of the game. The option file is easy to do as all option files on the net seem to be in XPS format, which is the one used by the Xport. This does not require you to burn dvds or anything like that. It just saves you the work of putting in all those transfers. There is also Option file editores available to make transfers etc easier for you.
Hope thats some help. Im no expert.