The different plasma manufacturers supply different tips to handle different power & so to some extent materials as well. Typically they are based on tip orifice diameter so you’ll see for Razorweld tips like 0.8mm, 0.6mm, 1.0mm, etc. The larger the orifice the higher the power they can take. At the same time, the larger the orifice the wider the kerf. So typically if you’re doing fine work (art projects with intricate designs for instance) you would use a smaller tip, lower power and possibly slower speeds.
Hypertherm doesn’t define theirs by physical size - they use descriptors like “fine”. That’s part of their marketing & special sauce.
As for the shims, that’s a holdover for the Crossfire original table without THC/Z-axis control. With the Pro you can ignore that. You set the height in the tool definition in Fusion or Sheetcam.