I don't know what colonial or CustomStart are, but BuildAnywhere lets you build a unit at any supply centre you own. Not only your starting ones. So for instance if Austria controls Vienna, Budapest, Trieste and Serbia, normally he would only be able to build in Vienna Budapest or Trieste. In build anywhere, he could also build a unit in Serbia. Fleet Rome is very simply a game where Italy starts with an army in Venice and fleets in Naples and Rome, as opposed to an army in Venice and Rome, and a fleet in Naples, as in the original game.

Ok cancel and BA make sense.

Why isn't FleetRome standard though? It seems like the game would be more balanced with another fleet, that way France wouldn't "automatically" get Iberia.

Also why are they out of the playable games?

I'm not sure. I suppose because losing Iberia would put France at a disadvantage, vis a vis his bitter rivals England and Germany, who are usually assured of Norway, and Denmark and Holland respectively. Secondly, having a relatively strong italy in 1902 would be a HUGE problem for Austria, a country which quite often doesn't survive past 1903.
But this is just speculation, I'm not really sure why.

Colonial is a different map entirely, this is an example http://goondip.com/board.php?gameID=432#gamePanel

My guess would be that in CustomStart, the players get to choose who plays what country.

CustomStart is when it starts in the build phase and every country gets to choose what their starting units are. So England can start with 3 fleets for example, France could start with a fleet in Marseilles to counter Italy having a fleet in Rome, etc...

BA,CS&FS are all on the standard map, Colonial is a different map - more information:
http://webdiplomacy.net/variants.php
They are disabled on this site because Kestas likes keeping things clear & simple.

Also, Fleet Rome often harms Italy: Austria can often force control of Venice. And he still can't get to Iberia in 1 year.

http://oli.rhoen.de/webdiplomacy/ has lots of varaints available.