You upset something when you disturb it. You can upset your stomach by eating bad food, or you can upset a pile of something by knocking it over.
But when most people say upset they mean to disturb someone's emotions, which often makes them sad and agitated. The child in the picture is upset.
Someone is vain if they are overly interested in their own appearance, achievements or other things about themselves.
Vain is also another word for futile, as in "I tried in vain".
You are worried about something when you are thinking about it a lot, and it is keeping you from being happy. People can be worried about money, or a job interview, or how they have gone in an exam they just took.
