A capacitor stores electric charge. It can be used with a resistor in a timing circuit, for smoothing a supply (it provides a reservoir of charge) and can be used as a filter (blocking DC signals but passing AC signals). Unpolarised capacitors usually have small values, less than 1µF.
A capacitor stores electric charge. Polarised capacitors must be connected the correct way round. They usually have larger values, 1µF and greater. See above for uses.
Electricity is the flow of charge around a circuit carrying energy from the battery (or power supply) to components such as lamps and motors.