I did some Googling, that would have helped you as well. But still see my answer below, understand it and get the difference by yourself :) :)
Instant Messaging[
^] :
Abbreviated IM, a type of communications service that enables you to create a kind of private chat room with another individual in order to communicate in real time over the Internet, analagous to a telephone conversation but using text-based, not voice-based, communication. Typically, the instant messaging system alerts you whenever somebody on your private list is online. You can then initiate a chat session with that particular individual.
Relay Chat[
^] :
Internet Relay Chat (IRC) is a system that facilitates transfer of messages in the form of text. The chat process works on a client/server model of networking. IRC clients are computer programs that a user can install on their system. These clients are able to communicate with chat servers to transfer messages to other clients. It is mainly designed for group communication in discussion forums, called channels, but also allows one-to-one communication via private message as well as chat and data transfer, including file sharing.
Newsgroup[
^] :
Same as forum, an on-line discussion group. On the Internet, there are literally thousands of newsgroups covering every conceivable interest. To view and post messages to a newsgroup, you need a news reader, a program that runs on your computer and connects you to a news server on the Internet.
-KR
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