Harpic,
all kind of grenades as well as medikits are added automatically to your backpack once you pick them up from killed enemies or from the boxes that you find everywhere in the map or inside the refuges.
To select the type of grenade you want to use, just hold down the left arrow (left hand section) and use the right knob to select it, then release both. Once equipped, push the left arrow once, aim the zone you want to throw it (shown as an orange disc) then press R2.
Medikits are also added automatically once you pick them up the same way as the grenades. Use them by pushing the right arrow (left hand section).
If you hold down the right arrow in the left hand section, you can also choose further temporary aids for your weapons, such as fire & explosive bullets, water, food, etc. Activate them the same way you do for the grenades.
Sticky Bombs are an ability. You will earn many interesting abilities by playing the game and developing your home base. Depending on where you place them (throu the option menu/abilities), you will be able to use them by pressing L1 and R1.
I'm available for further tips :Onya