I just need to know what the difference is between analog input, PWM input and digital input. I need to connect my LCD, motor and sensors to the these pins.
There is no PWM Input, PWM (Pulse Width Modulation) is purely for output, its a 'pseudo-analog' output created from a digital Pin. Analogue Input digitises a voltage so you get a value depending on the voltage. Digital input just ascertains if a pin is on or off (or high or low if you like).