There are two types of workflows Sequential and State Transfer.
We can create sequential workflows using Sharepoint Designer and VisualStudio tools
we can create State transfer workflows by using Visual Studio only.
Some Out of Box workflows also available directly.
we can also create workflows using other tools like Nintex Workflows..
For more information :
technet.microsoft.com/en-us/sharepoint/ff819861.aspx
msdn.microsoft.com/en-us/sharepoint/ee513154.aspx