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There really are quite a few differences...if you drink these bevs, you can taste (some of) the differences immediately. Of course, if you’re a serious connoisseur, then the differences are vast.

Very briefly, and by no means comprehensively:

ALL the items you list are generically known as “whisky” or “whiskey” (just a spelling variation) which also includes Rye whiskeys and Canadian whiskeys (most of which are rye-oriented)

“Scotch” whiskey is filtered or stored (for some part of the mfg process) in contact with charred peat...yes, from bogs, like the Scottish moors! And thus has a quite a smoky distinctive taste.

Single malt (scotch) whiskeys imply small “artisan” production and are valued for their distinct flavors. They are usually pricey because they are “cult” items and produced in small qtys. They are very, very tasty!

Double or “blended” scotch whiskeys are blended so that they are uniform, batch to batch. They have a different “mass” appeal than the “handcrafted” type of flavor that single malts have.

Bourbons are made from corn and tend to be a tad sweeter and much less smoky than most scotches.

Obviously, there is a wide range of variations, the sweetest scotch could be sweeter than the sourest bourbon, the smokiest bourbon could be smokier than the least smoky scotch.

Rye whiskeys are usually characterized as lighter, smoother.