Photovoltaic – These are just large arrays of individual solar cells. They are made from silicon, very similarly to the way that integrated circuits ("chip’s") are made. Sunlight passes through the upper layer of the cell, photons knock electrons loose and push them into higher energy states producing voltage/current. String several in series for higher voltage (DC, just like a battery), or several in parallel for more current.

Thermal (liquid) – These are basically just dark panels with water or some other liquid pumped behind them to take up the heat and (usually) store it in some other location (like the basement of a house) for use later (e.g. in heating the home during the night time). They can be used in conjunction with a heat pump to improve efficiency. Not too complicated.

Concentrated thermal – These panels used lenses (e.g. flat or "Fresnel" lenses, like the magnifier sheets sold to assist reading) to concentrate the sunlight. Beyond that, they work pretty much like the above ones (i.e. move a liquid behind the surface to absorb and move heat).