Pretty much everything you list is processed or ultra processed.
Unprocessed or minimally processed foods should make up the bulk of what you eat: fruits, vegetables, grains, nuts, seeds, meats, eggs, seafood, milk.
Processed foods will add oil, sugar, or otherwise alter the foods from their natural states: bread, cheese, tofu, nut butters, some healthier crackers or the like. This does not make them necessarily unhealthy. For example, natural peanut butter or nut butter can be healthy, as can cheeses or yogurts.
Ultra processed foods are highly altered and contain fake/manipulated ingredients to make them highly palatable to the general population: hot dogs, candy bars, protein bars, fast food, chips, most breakfast cereals, lean cuisines/frozen entrees, sodas, etc…. These should be avoided if at all possible, but you can use them sparingly. For example, I’ll eat a protein bar if I’m on the road and want to hit my protein goals for the day. But it’s clearly not as optimal as getting your calories and macros from the other categories.
You can lose weight eating only ultra processed foods if you want. Losing weight is being in a calorie deficient, and can be done with diet cokes, lean cuisines, and fat-free Lay’s chips. Weight is not totally unrelated to the above (those that eat ultra processed foods tend to be obese compared to those that eat unprocessed foods), but it is not a strict relationship.