The Sun is an active place so there is a lot going on all the time and it is easy to get confused about these terms.

The solar wind is particles (mostly electrons and hydrogen ions, meaning they've lost the electron they usually have connected to them) that flow away from the Sun and out into the rest of our heliosphere all the time. It varies in speed, sometimes 'slow' (which is still pretty fast at around 800,000 mph), sometimes fast (almost 2 million mph) as well as in density, but it is always there.

CMEs are coronal mass ejections and they don't happen all the time. The are a huge explosions of magnetic field and plasma (the same thing the solar wind is made of) on the Sun which gets sent out as a huge blob away from the Sun. The magnetic fields in these structures generally forms a big loop, but can also be twisted a lot within that loop. The magnetic field and plasma densities in CMEs are much higher than the regular solar wind. CMEs can be moving a lot faster than the solar wind (6.5 million mph and higher) and can even create a shock wave ahead of them that can accelerate other particles to very high energies.

All this can cause real problems if the CME is headed toward Earth and hits the magnetic field surrounding the Earth or the energized particles come our way. A variety of things can happen then, which we call a Geomagnetic storm - the energetic particles can cause problems on spacecraft, a hazardous environment for astronauts; the magnetic field changes the Earth's magnetic field which can affect the power lines on the ground; and it can result in the beautiful aurora that we see.

Finally flares are something that happen on the Sun. The typically happen as part of the same process (magnetic field lines being twisted and tangled until they erupt) that creates CMEs, but they can happen without a CME going off as well. They are a result of particles being energized and hitting other particles and creating various kinds of radiation... mostly in x-rays and extreme ultra-violet (EUV). It is rare for us to be able to see flares in normal 'white' light (what we see with our eyes), but we have a lot of spacecraft that watch flares in x-rays and EUV. The x-rays from really large flares can also have impacts on the Earth's atmosphere too.

Flares and CMEs are part of what we call 'space weather' and since they can cause problems for us, we're trying very hard to understand it all and be able to predict it. The solar wind is always there but we're also trying to understand what causes the changes that we see (in speeds, densities etc) and where exactly on the Sun it comes from.