You probably have your answer to your question, but just in case:
Dahlia, canna and begonia need to be planted after all danger of frost.* You can pot them up and start them indoors if you like.
I don't know which begonias you have, but here is tuberous begonia care.
The containers that the plants came in should have planting instructions.* Read number 4 here for handling bare root plants.
When weeding, the best way to make sure you are removing a weed and not a valuable plant is to pull on it. If it comes out of the ground easily, it is a valuable plant.