http://gfretwell.com/ftp/screw%20types.jpg

The only one that is not obvious is the swage form but if you look
closely you see it is triangular at the tapered tip and it just
squeezes the threads in there with brute force. Those screws are as
hard a chinese algebra and will strip a socket before they break. We
were using them in 1/8" mild steel square tube.
The pointed sheet metal screw just gnaws a hole in sheet metal and
cuts threads. The other two machine have some sort of "tap", either 4
flutes or one big one. The self drilling actually has a drill bit
style tip. (generically called Tek screws) They are best in fairly
thin stock (up to 1/16" steel or 1/8" aluminum). You may be able to
brute force them into thicker stock if you have a big enough driver.