Threaded headsets uses threaded steer tubes to be installed, the upper race (part that sits directly above the bearing to hold it against the cup) is screwed onto the THREADED steer tube, as well is the lock nut that hold everything together.
Threadless headsets, as you may be able to guess, are relatively similar to threaded, minus the fact that they don't use threaded steer tube or have any threaded parts, and is instead held to the frame through the cab bolt (an alan bolt) through the stem.
BOTH of the above are standard headsets, and both use cups and presses for installation.
Integrated headsets use no cups, and are seated directly into the frame, looking cleaner, and reducing parts and work, but integrated headsets will NOT fit onto a standard sized (headset) bike.
Threadless headsets, as you may be able to guess, are relatively similar to threaded, minus the fact that they don't use threaded steer tube or have any threaded parts, and is instead held to the frame through the cab bolt (an alan bolt) through the stem.
BOTH of the above are standard headsets, and both use cups and presses for installation.
Integrated headsets use no cups, and are seated directly into the frame, looking cleaner, and reducing parts and work, but integrated headsets will NOT fit onto a standard sized (headset) bike.