Volume pedal controls volume, simple. It connects just like any other pedal (closest example is a wah), must have input and output.
Expression pedal is used to connect to special pedals that have expression pedal input. Some multi-effects, delays, modulation, or even fuzz will have expression pedal input. When you plug in an exp pedal into these special pedals, the exp basically takes over control of one of the knobs.
Ernie Ball VP Junior is smaller than normal VP. "The VP's dimensions are approximately 11" x 4" x 2.75" and they weigh about 3.75 lb. The VPJR's dimensions are approximately 10" x 3.5" x 2.5" and they weigh about 2.25 lb."
You probably don't need stereo if you're asking. Get normal mono VP Jr.
25k active vs 250k passive:
http://www.ernieball.com/faq/7-Ernie-Ball-Volume-Pedals-FAQ#89 and all over Google.