Heteronym, Homograph, Homonym, and Homophone

A homograph is a word that has the same spelling as another word, but has a different meaning, such as lead (to go in front of) and lead (a metal). The ending –graph means drawn or written, so a homograph has the same spelling.

Heteronyms are a type of homograph that are also spelled the same and have different meanings, but sound different, such as above or bow (tied with ribbon)
bow (of a boat).

A homophone is a word that has the same sound as another word, but is spelled differently and has a different meaning, such as to, two, and too. The ending –phone means sound or voice, so a homophone has the same pronunciation.

A homonym means either a word that is spelled like another, but has a different sound and meaning (homograph) or a word that sounds like another, but has a different spelling and meaning (homophone).
OR
A word that is spelled and pronounced like another, but has a different meaning (homograph and homophone), like by (near) and buy (to purchase).

Strictly speaking both homographs and homophones are homonyms, but homonyms can be either or both a homograph and homophone. Heteronyms are always homographs, but homographs are not always heteronyms.