Virus:-A virus is a self replicating program that attaches itself to an executable file.When  the file is executed the virus automatically gets executed and enters into system memory .Once it enters into system memory it either searches for other files that can be infected or stays in the background and infect the files that are uses the virus infected program.
Worms:Worms are very similar to viruses but differ in way that they donot bind themselves to executable files instead  to replicate themselves they uses the network.If you find excessive use of your network bandwidth then you may be infected by a worm.So,a worm donot require a user to execute any file for its execution it can work without user intervention.
Trojan Horse:-A trojan horse is harmful program which may seem harmless to the user before its installation but instead it is programmed or reverse engineered to  facilitate unauthorised remote access to the computer.Trojan’s donot replicate themselves.
Spyware:-A spyware is a program that secretly monitors and collects pieces of information.They usually run in stealth mode and cannot be detected easily.Keyloggers is a great example of spyware software.There are not limited to just spying but can also send data to remote computers