If in the Phenix refine GUI, I only want to refine based on individual B-factors, can I only click "individual B-factors" without cliking any other items in the "Strategy" and without clicking any items in the "Targets and weighting" and "other options"?

Yes, that will refine ADPs only.

Further, if I only click "XYZ cordinates" without cliking any other items in the "Strategy" and without clicking any items in the "Targets and weighting" and "other options", what the Phenix refine realy do?

It will refine coordinates.

Pavel