Many types of screws for different application are available. General speaking, there are three major types.
Machines screws are with dense, uniform and blunt thread, and with flat end. They ususally work with nuts for fastening. They are wided used for machinery, equipment, electric appliances, electronics, building and construction, etc.
Self-tapping screws are wtih sharp and spiral threads. The thead pitch is not so close as the one of machine screws. The screw end is pointed. They are designed to tap a hole into material. They are widely used for wood, drywall, sheet metal, chipboard, building and construction, etc.
Slef-drilling screws are like self-tapping screws, but they have a tip like a drill bit, so they can drill into anyting from wood to metal. They do not need a pilot hole. They are used for sheet metal, steel plate, drywall, plasterboard, etc.