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There are LINQ to SQL, LINQ to Entities and LINQ to Objects
What are the differences between all these and when to use which one?
I am new to all this stuff and trying to figure things out.
Are there perhaps schematic diagrams that can show me how each one works?
LINQ is a language, LINQ to SQL, LINQ to Entities and LINQ to Objects (as well as Linq to XML, …) are implementation that’s enable you to apply Linq to various sources of data (database, collection of objects, xml, …)
Look at http://msdn.microsoft.com/fr-fr/library/bb397926.aspx for more information.