The character you linked is Level 30, and, consequently, has rather a bit more going on than is immediately apparent. I applaud your courage in trying out a highly optimized character as your second character ever, in my experience, theoretically optimized characters take a fair bit of skill to play: well done.
When playing with theoretical optimization, most people use the character builder.
This thief has an additional skill from "Battle Awareness" a multiclass fighter feat as well as the thief's "Skill Mastery" level 2 class feature.
Epic Heroism is a way of indicating the class feature choices at epic level, such that he gets stat boosts.
I recommend, instead of looking at this level 30 build looking at this level 1 build instead. It will likely be far more understandable and applicable at your level. There are higher damaging thief builds out there, of course, but that is quite approachable and doesn't require fiddly themes.
Be advised that the charger rogue is a significant one-trick pony: you will, every turn, charge. You must find interacting with the environment fun and rolling lots of dice fun, as there is little tactical chocie in this build. On the other hand, if you are comfortable moving your tactical choice onto positioning and environmental interactions, the charger thief is a simple and fun way to absolutely kill everything in your path.
In terms of the feats, The DDI compendium has all of them:
- Superior Will: Published in Heroes of the Fallen Lands, page(s) 318, Heroes of the Forgotten Kingdoms, page(s) 319.
- Improved Defenses: Published in Heroes of the Fallen Lands, page(s) 315, Heroes of the Forgotten Kingdoms, page(s) 315.
- Disciple of Freedom: Published in Heroes of the Fallen Lands, page(s) 312, Heroes of the Forgotten Kingdoms, page(s) 312.
- Chameleon: Published in Player's Handbook, page(s) 120, Class Compendium. Updated in Class Compendium.