Natures are pretty obvious. Each one (excluding the neutral ones) raise one stat by 10% and lowers another by 10%. You want to aim for a stat you know that Pokemon really would need and one that it doesn't at all / won't really matter.
For example. Arcanine is a physical attacking Pokemon. Sure it has some decent special attack, but the smarter thing to do is focus on its physical attacks, such as Flare Blitz and Outrage. You would want an Adamant nature. That increases attack and decreases special attack. You won't need the special attack stat at all, so there's no harm in it going down.
EV's are like free stat points you can distribute. Let's take Espeon for this example. Espeon excels in speed and special attack. If you want a pure offensive sweeping Espeon, you would invest EV's in speed and special attack. You can deliver 252 in a stat, maxing out at 510 (meaning you will have 4 free points to place where, which wouldn't really matter). Want a more bulky Espeon? Invest 252 in HP and 252 in special attack.
In-game, these things aren't too important since you have the use of items, but it really shows in competitive battling.
Just know...once you start doing this, you never go back. Even if you just want to beat the story again...you'll start to pay close attention to natures. EVs cannot be helped since you must fight Pokemon to defeat them, and many times it's the opposite of what you want (using Psychic types against Fighting types, which generally give Att EVs).
As for IVs...iirc, you cannot really do anything about them. Pokemon are basically "born" with them. Many competitive battlers use Pokesav to get the best IVs mainly for Hidden Power choices.
And for a team...well, just visit the "RMT" section for tips on that. Most Pokemon have a good purpose, but some just plain suck.