What is difference between solar winds, solar flares, coronal mass ejection

None of these things is really easy to understand, and all are subjects of
on-going research, but the difference is easier to explain.
 All the time, no matter how active the sun is, there is a wind of charged
particles blowing off of it.  This is called the solar wind.  It is a
relatively low-energy product of the sun, and its only major effect on us
here on Earth is to shape out planet's magnetic fields into a tear-drop
shape instead of a ball.
 Sometime we observe sudden, very localized explosions on the sun where hot
plasma (a very ionized gas) will get shot up from the surface.  These are
flares, and are much more common around the sun's active maximum in its
11-year cycle.  Flares also appear to have little affect on us here on
Earth (accelerate particles off of the sun completely, which may then hit
the Earth's polar regions, thanks to our magnetic field, but this is a
minor result).
 Finally, coronal mass ejections, or CMEs, are when a bunch of plasma on
the sun suddenly becomes bouyant and lifts off of the sun.  Typically, CMEs
travel faster than the solar wind, so the drive a shock wave ahead of them
(like a supersonic aircraft does).  When a CME or the CME's shock hits the
Earth, we often have geomagnetic storms.  These can result in beautiful
aurorae, as well as damage to satellites and ground-based electronics.  So
CMEs are quite important to us here on Earth (and even more so in Earth
orbit). CMEs and solar flares are believed to be caused by something called 
"magnetic re-connection" where highly fluctuating magnetic fields 
collapse to a lower-energy state.  In CMEs that allows coronal matter to
 be ejected through a "magnetic shockwave" which usually takes 18 to 36 
hours to reach Earth. CMEs can have a huge effect on electrical systems 
on Earth.
 CMEs are sometimes seen with flares, but not always.  They are not caused
by flares,  however.  Solar flares are relatively small and local, 

taking place in the low solar atmosphere, near sunspots, where magnetic field lines are 
concentrated.Flares are often associated with increased X-Ray emissions. 

Another difference is that solar flares develop more rapidly and produce
 intense X rays and gamma rays which means that a flare can reach the 
Earth in about eight minutes, the amount of time it takes light from the
 Sun to reach the Earth. 

I hope that that clears up the difference.  I'd recommened a good resource
on this matter, but unfortunately the introductory-level textbooks on
astronomy do not seem to have yet understood the importance of CMEs (it was
only in the past 10 years that CMEs and not flares have come to be thought
of as the cause of geomagnetic storms).  Still, you might try Chaisson and
McMillan's "Astronomy Today" or Seeds's "Horizons" for more information on
flares and the solar wind.

http://www.haystack.mit.edu/edu/pcr/Solar/files/CME%27s,%20Flares%20and%20the%20Solar%20Wind.pdf

http://www.igpp.ucla.edu/public/rwalker/ess261_2008_spring/Differences%20between%20CME%20and%20CIR%20storms.pdf