Procedures are documented in their own section. See Procedures.
Variable objects are documented as part of the description of Guile’s module system: see Variables.
See Scheduling, for discussion of threads, mutexes, and so on.
Ports are described in the section on I/O: see Input and Output.
Regular expressions are described in their own section: see Regular Expressions.
There are quite a number of additional data types documented in this manual; if you feel a link is missing here, please file a bug.