For the last pic (the "easy" one), follow these steps.
1.) Using the magic wand or lasso tool, select the area of the image you want to be transparent.You may want to experiment a few times with the tolerance and anti-aliasing settings to get the best selection, because the edges could end up looking "jagged/pixelated".
Hit the Delete button to remove the wand/lasso selection of the pic. The selected area is removed, and the transparent background will be represented by a checkered pattern.
2.) Select the "Save As" option. Select the Matte drop-menu, then select Custom. A color select window will appear, now enter the color (in 6 digit hexidecimal)
that best matches the image where you'll be layering this transparent image.
I'm not sure how to do this in Photoshop, but the other images would require you to select a "color" to be made transparent at save. Depending on the program used, you would manually enter the color you want remove from the image in hexidecimal, or you would mouse click on an area of the image to remove that color.