what the difference between a fade out and a crossfade out?

“Fade Out” is an effect in the current version of Audacity. “Crossfade out” isn’t.
I’m guessing that you’re using an obsolete version of Audacity.

The current version of Audacity is available here: http://www.audacityteam.org/download/windows/
I’d recommend that you download the version that includes the Help files.