Hello,

bitcoind <- bitcoin deamon = core value of the software (bitcoind -printtoconsole -debug=1)
bitcoin-cli <- bitcoin command line interface = allow you to "query' the blockchain that you had download previously with bitcoind. You must run bitcoind to use this command (obvious ?) (bitcoin-cli getmininginfo)
bitcoin-qt <- Graphical bitcoin software = bitcoind + graphical interface (You can find a graphical console embedded in which you will use bitcoin-cli command)