In lame-mans terms it is a difference in the physical format of the cables that you would be using to interface between whatever peripherals and devices you were trying to connect.
note: that the above^ is probably not consistent with the technical specifications of each individual connection type you listed above; because those I do not know. By technical specifications I mean their respective capabilities to transmit data images or other information. Google would tell us that
(Wiki)
Video Graphics Array (VGA) refers specifically to the display hardware first introduced with the IBM PS/2 line of computers in 1987,[1] but through its widespread adoption has also come to mean either an analog computer display standard, the 15-pin D-subminiature VGA connector or the 640x480 resolution itself.
seems legit...
(Wiki)
HDMI (High-Definition Multimedia Interface) is a proprietary audio/video interface for transferring uncompressed video data and compressed or uncompressed digital audio data from an HDMI-compliant source device, such as a display controller, to a compatible computer monitor, video projector, digital television, or digital audio device.[4]
seems legit...
(Wiki)
Digital Visual Interface (DVI) is a video display interface developed by the Digital Display Working Group (DDWG). The digital interface is used to connect a video source, such as a video display controller to a display device, such as a computer monitor. It was developed with the intention of creating an industry standard for the transfer of digital video content.
seems legit...
(Wiki)
DisplayPort is a digital display interface developed by the Video Electronics Standards Association (VESA). The interface is primarily used to connect a video source to a display device such as a computer monitor, though it can also be used to carry audio, USB, and other forms of data.[2]
VESA designed it to replace VGA, DVI, and FPD-Link. DisplayPort is backwards compatible with VGA, DVI and HDMI through the use of passive and active adapters.
seems legit...
What I would take out of this is that VGA, in your case( I believe), is the most un-flexible of the four types. But to further help you can I ask you why you want to know. Anyways... a VGA capables ability to transfer information depends upon the standard or protocol used to transfer information over it. A computer monitor with support for VGA can display a larger image, but I believe that it because whatever standard to computer industry uses is adjacent from international standards for use in cable TV whose resolution usually maxes out at much smaller resolutions depending on the standard used. VGA doesnt carry audio, and DVI gets a little bit more interesting...
https://www.google.com/search?num=50&rlz=1C1GIWA_enUS651US651&espv=2&q=does+dvi+carry+audio&oq=does+dvi+carry+audio&gs_l=serp.3..0i71l8.0.0.0.138023.0.0.0.0.0.0.0.0..0.0....0...1c..64.serp..0.0.0.2EYX6QZsn_A ... and I've actually seen this work. (without the need for additional drivers or software installs or updates or anything, all on its own)
Technically any capable can be used to do anything, (within the logical restraints of physics). Learn about this >
http://whatis.techtarget.com/definition/pinout
see also
https://en.wikipedia.org/wiki/Pinout