They are all the same thing, it is how you use it that decides what name it has.
All conductors have inductance, it is an electrical property of anything carrying a current and creating a magnetic field. In most electronic applications the conductor is just a wire and it is often made into a coil. Winding it into a coil reduces it's physical size and also concentrates it's magnetic field in a smaller area and increases it inductance. Adding a core inside the coil, which may be fixed or adjustable, also alters it's inductance. Cores made with iron, which may be solid metal or ferrite (powdered iron & ceramic mix) have the property of increasing the inductance and cores made from brass do the opposite, they reduce inductance.
All coils pick up signals and also radiate them, that is why you sometimes see them in a metal screened case, it blocks signals from entering and leaving.