Where are the GSEA statistics (ES, NES, FDR, FWER, nominal p value) described?
For brief descriptions of the statistics that appear in the GSEA analysis report, see Interpreting GSEA in the GSEA User Guide. The Gene Set Enrichment Analysis PNAS paper also describes each of these statistics: for FDR and nominal p value, see the section titled Appendix: Mathematical Description of Methods; for FWER, see the section titled FWER in the supplemental information.