Yes, you should always turn all valves as far out as they will go. This tends to reduce leakage in the stem seal.
Water not on at street 'city' valve, or other valves--after inside main valve--off.
It's a valve that regulates the main water pipe.
you have to turn off the supply and its usually a valve under the sink. if no shutoff there then turn off the main valve which is usually at the street at the meter box.
There is usually a main water valve that comes into the house, locate this valve and turn it down. Installing a pressure reducing valve after water main valve will allow for adjustment of water pressure to proper setting.
A water Toby is a shut valve at a water main
The check valve is a directional valve. Hot water needs to be piped from the top of the tank to the fixture, because that is where the hottest water in the tank is. If a return line is tied into the bottom of the tank, a directional valve (check valve) should be installed between the heater and the pump. That's what they taught me don't know if it really matter upstream or down stream. If you don't have a check valve the water could flow through the return line to the fixture instead of through the supply pipe and the water at the fixture might not be hot enough.
You turn off the water valve before it -probably on the sidewalk, or just on your front yard. Then remove the main valve and replace it. NOT a job for amateurs. I hope you have some experience at least.
Make sure your valve is all the way on at hot water tank. If you have a gate valve -- instead of ball valve -- Gate valves -- will break inside the valve and you will not know if it is all the way on or not -- If you turn handle and it keeps turning then it is broke inside the valve -- turn water off at main and replace with ball valve.
Behind and/or under the toilet is a shut off valve. You only need to turn it like turning the faucet off. If that doesn't work, you'll have to turn off the main valve located outside the house in some cases.
The shower valve needs to be repaired! As for the water not shutting off when you turned off the main that is also needing replacement when it shut of by turning on other faucets you were simply diverting the flow from the leaking main shut off.
The valve seat or washer on the main valve are not seating/sealing properly.
water pressure from the main or pump , side is greater that the lowest setting on the pressure valve, causing the diafram to viberate,