Select Change Note head and then choose your style from the mini tiles that fly out underneath
Once you've selected a style, you can paint over your existing notes to change their note heads. If you change your mind, you can always paint over those notes again to revert them to their normal style.
X note heads are used to indicate un-pitched sounds, or show an approximate pitch. If you combine them with the text "pizzicato" on the strings, you'll hear a "snap" pizzicato (also know as a Bartok pizzicato). On drums, this can change between a snare hit and a side stick (cross stick). X notes will be automatically rendered for hi-hat and cymbals on drum kits, and on various percussion instruments.
Small slash note heads are useful for indicating rhythmic phrases.
Diamond note heads are sometimes used to indicate harmonics or sounding pitches.
Parentheses are sometimes used to indicate "ghost" notes. These notes play back much quieter than the surrounding notes, and are often used in drum notation.
Triangle note heads can be useful when writing for percussion instruments or differentiating between different kinds of strike styles.
Circled notes are also often used in percussion, and can again indicate the use of cross-stick on a drum kit, or to bring certain notes to the musician's attention.
It is possible to have both regular and alternate note head styles in the same chord.
