1. Write down #1 in the circle in the third picture.

1-1. Write down #1 in the circle of the third picture.

1-2. Write down #1 in the circle on the third picture.

1-3. Write down #1 in the circle related to the third picture.

(Are the expressions above all correct? which expression do I have to use?)

2. There are many different lines in the subway system in Seoul. (example sentence)

You should put a slash between lines and in. You should also mark a slash between 'system' and 'in'. The sentence is composed of three thought groups. 'In the subway system' is an adverbial phrase, so you should put a pause before it. 'In Seoul' is an adjective phrase, so you should put a pause before 'in Seoull'.

(Is my explanation grammatical?)

3. Just turn right.
3-1. Turn right.

(These are imperative sentences. Is 3 more polite than 3-1?)

#1 and 1-2 are correct. The others are grammatically correct, but do not say what I think you intend.

#2 -- If you are saying that you need to put dashes (not hyphens or commas) before and after the phrase "in the subway system" it's incorrect. There should be no hyphens, dashes, or commas before or after that phrase. It's an essential (or restrictive) phrase and therefore needs no punctuation around it.
http://grammar.ccc.commnet.edu/grammar/clauses.htm#independent

#3 and 3-1 are correct as imperative sentences. Neither is more polite than the other. You could add "Please" at the beginning of each sentence if you want to add a note of courtesy.

1. All of the expressions you provided are grammatically correct and convey the same meaning. You can use any of them interchangeably depending on your preference.

2. Your explanation for the sentence structure is accurate. However, there is no need to use slashes in the sentence. The sentence can be written as: "There are many different lines in the subway system in Seoul." The pauses you mentioned can be conveyed through the use of commas: "There are many different lines in the subway system, in Seoul." This punctuation choice allows for clarity and readability.

3. Both sentences, "Just turn right" and "Turn right," are imperative and have the same meaning. Both sentences give a direct command or instruction to turn right. There is no significant difference in politeness between the two sentences. However, the inclusion of the word "just" in the first sentence might imply simplicity or urgency in the instruction.