Centrifigal Usually looks like a turbo, With a pulley on the back which turns the compressor whell according to the engines RPM, the more RPM the more boost that can be made and is forced into the Engine by a intake pipe.
Twin Screw, Roots, Take the place of the upper intake and using 2 compressor wheels that look like twizzles candy next to each other, they literally screw the air downward into the engine. Again Pulley driven so according to Engine RPM is the power they will deliver.
Turbocharger, My personal fave, this is exhaust driven, There are 2 compressor wheels on a shaft inside the turbo, The exhaust air passed through one which turns the other, The other is what blows air into the engine,
Thats the shortest explanation,
If you want a more in depth guide with visual aids go to howstuffworks.com and look in the auto section.