Difference between these three?

Have a look at the following links,

https://msdn.microsoft.com/en-us/library/ff650512.aspx (Content query)

https://support.office.com/en-us/article/Content-Editor-Web-Part-c1350ff6-934c-4c2e-8e53-1ec3b548a0dc (Content editor)

http://community.bamboosolutions.com/blogs/sharepoint-2013/archive/2013/05/20/how-to-use-script-editor-web-part-in-sharepoint-2013.aspx (Script editor usage)

These links will clarify the purpose of these tools in SharePoint.