Members & Extensions
When you sign into your Fongo Works online dashboard, you are shown all your members:
Each member has their own 3-digit extension number.
When a caller calls your business and is listening to your automated receptionist greeting, they can reach each member by dialling # then the 3-digit extension number.
Example: #101 would reach the member who has extension 101
Caller Options
Caller options are essentially extension shortcuts, so callers can reach members by dialling a single digit instead of dialling # followed by a 3-digit extension number. 
Using the above screenshots as an example:
Dwight Shrute - Extension 100
Assigned to caller option 1
Callers can reach Dwight by dialling 1 or #101
Devices
Pro Devices are assigned to members, not phone numbers. Phone numbers are a way for callers to reach your automated receptionist, then the caller will choose which member they want to reach using the methods described above.
When you assign a device to a member, the device will ring as soon as a caller dials your extension or chooses the caller option that member is assigned to.
"I want the device to ring as soon as someone calls my phone number"
For this, you will need to implement the Receptionist Bypass feature. In short, this means your Pro Device will be assigned to a member and this member will be set to receive all your business's calls immediately, with no receptionist greeting.