my take on structure is pretty much the same as Steve's- generally referring to tannins and acidity, though I guess fruit or extract could be considered too.

Texture is generally used the same as mouthfeel - just how the wine feels in your mouth- smooth/silky, "rough" (harsh tannins), etc

Fat & lean - fat generally describes a wine with lots of fruit but low acidity, lean is for higher acidity wines.