SMD = Surface Mound Diode (related to SMT, or surface mount technology -- IE, resistor, LED, diode, clock, whatever)
LED = Light Emitting Diode (Can't just use them like a diode, but diodes they are)
RGB = Red, Green, Blue (You can energize different parts of the LED to get different colors; IE it's multiple LEDs in one package)
I've not seen the abbreviation TH too often, but 'through-hole' is a alternate interpretation of getting discrete electronics components into the flow of electricity on, say, a PCB (printed circuit board).
Does this collection of TLAs ('three letter acronyms, later to be replaced by eTLAs, or extended three letter acronyms. Not to be confused with ETLAs, or enhanced three letter acronyms) help reduce your confusion?
Because honestly I'm not quite sure what you're asking, unless you're planning on buying a commercial board, ripping it apart, and putting the innards into a custom built (-to very tight tolerances) case...