Test only means only testosterone, it implies testosterone is the only steroid you'd be using in your cycle. It does not mean you would not include AI's or other things, it only refers to steroids.
Sust 250 is a type of testosterone. All testosterone is essentially the same, the only difference in various types is the ester attached, which controls the rate that it's released in the body. The function of the actual hormone, testosterone, does not change in any shape or form regardless of the ester attached.
Dbol is not testosterone but is a steroid derived from testosterone. Most all anabolic steroids derive from testosterone or dihydrotestosterone. You can also add a third category, 19-nortestosterone, but even 19-nors originate from testosterone.
As far as a first cycle including just testosterone or testosterone and dbol, many will argue that you should only use testosterone. Personally, I don't see a big deal in using both testosterone and dbol even for a first cycle. I can argue that point later on if someone cares to discuss.
Read the basic profiles on the things you're considering to help you make a better decision on what you want to do. Steroids are not that hard to understand but it still takes a little effort.
Dbol:
https://www.steroid.com/Dianabol.php
Sustanon:
https://www.steroid.com/Sustanon-250.php
Testosterone:
https://www.steroid.com/Testosterone.php