I don't know how to make difference between different poker games, I 'am new though, i have a certain idea of tournaments but the two others I don' t really understand. if someone could help me with an easy explanation, thanks
Most of your questions have already been answered above. To summarize add some additional info:
1 - Since you seem to know about tournaments, as mentioned MTT is just a multi table tournament where a sit and go is a smaller 1 table tournament.
2 - The main difference in a tournament vs cash is that in a cash game you buy a certain amount of chips and those chips have actual cash value. You can cash out at any time you like, win or lose. In tournaments the game continues and blinds increase until one player has all the chips. Different prize amounts are awarded according to how long you last in a tournament. In a cash game the blinds stay the same the whole time and do not increase.
3 - As a side effect of the rules and structure it is typically cheaper to play longer amounts of time /
hands in a tournament (especially a freeroll tournament with no buy in). As another side effect of being affordable many times you may find more beginners in tournaments than cash games although this may or may not be true depending on your table.
4 - For larger tournaments if you are able to make the final few spots or win your return on investment will be huge and more than you would expect for playing cash games with the same money and time investment. On the flip side, with the increasing blinds and large number of opponents it is more difficult and probably statistically impossible to win at a consistent rate. Successful tournament players will more typically have one really big score every once in a while and some other small cash prizes in between the in the money percentage can vary greatly depending on tournament size but can be under 10% in some cases where successful cash players can more easily have consistent wins (66% or so sessions) but for smaller amounts than winning a large tournament.
5 - Strategies can differ greatly depending on tournament type / structure. For example, most times late in a tournament you will need to be good at short stack
poker strategy (10-30 Big blinds, BB) to make the best decisions. Conversely it's very rare that you play deep stack poker in a tournament where two opponents both have 300 BB or more and decisions become more and more complex over the course of a hand.
Hope this helps.