All three of them are, so to speak, current switches with which a circuit can be switched on and off. For this purpose, they are activated by means of a control signal. The difference between these three lies in their application.
They are the smallest of the range. Are only used for switching very small currents. Their best-known application are computers, there they are the heart of the processing unit, it has several hundred million of them. The main difference between them and relays and contactors is that they have no mechanical parts.
They literally stand between transistors and contactors and are used when you want to switch a control signal. A relay switches the same voltage with the same voltage. Usually relays are not designed for very many cycles and have only one contact. But they can also be used to switch the load, if it is low enough. Relays are known from old cars, for example for switching headlights on and off. Since they work mechanically, you can also hear them.
They are the biggest of them all. Normally they are controlled by a lower control voltage and also switch large currents. For this reason, they usually have a so-called quenching chamber, which keeps any sparks during switching in a controlled manner. The switching contacts in contactors are always double-interrupted. Most people know contactors from charging stations and electric cars. When they switch them on and off you can clearly hear the *clack* of the contactor.