bicep curls as sol goodie two shoes pointed out are an isolation exercise for your upper arm (the bicep, google it :teehee
It won't help for weight loss much, nor will it really increase overall strength/conditioning.
Like sol says, the pull up will work the upper back, outter back, shoulders, and biceps, forearms, etc. The more muscle you stimulate with each exercise the more calories you will burn and the less time you'll waste doing useless shit in the gym.
Push-ups (i think more beneficial for overall strength than bench press, but essentially same movement) will hit shoulders (slightly different than the pull ups do) triceps, chest, some of the lats (outer back muscle), etc.
Squats will hit the calves, quads, hamstrings, glutes, lower back muscles, spine stabilizer muscles, etc.
The compound movements hit the major muscle groups and still recruit some help from the smaller muscle groups and ALL of the stabilizer muscles (the ones that keep you standing, balancing, walking on uneven ground, etc)
Isolation exercises are for body builders who are being judged on a specific body part they need to get on par with the rest of their physique to win a competition. Until your % body fat is below 20% they are useless. (in my opinion).
isolation exercises will also help make the compound movements stronger, important for a powerlifter who is trying to increase only his deadlift, squat or bench press.
I have always been self concious about how scrawny my biceps are at the beach for the ladies, so like Sol goode I do bicep curls every now and again, but looking at my arms you would never know it :sonicjay:
Anywho, the point I am getting at is the total body compound movements are better for overall body functionality for every day life, sport, and calorie burning than the isolation stuff that you see far too many people doing at the gym.