The Selenium-IDE (Integrated Development Environment) is the tool you use to develop your Selenium test cases.
It’s an easy-to-use Firefox plug-in and is generally the most efficient way to develop test cases.
It also contains a context menu that allows you to first select a UI element from the browser’s currently displayed page and then select from a list of Selenium commands with parameters pre-defined according to the context of the selected UI element.
This is not only a time-saver, but also an excellent way of learning Selenium script syntax.
Véase Selenium IDE documentation
It drives a browser natively as a user. Selenium-WebDriver makes direct calls to the browser using each browser’s native support for automation.
How these direct calls are made, and the features they support depends on the browser you are using.
You may, or may not, need the Selenium Server, depending on how you intend to use Selenium-WebDriver.
If you will be only using the WebDriver API you do not need the Selenium-Server.
If your browser and tests will all run on the same machine, and your tests only use the WebDriver API, then you do not need to run the Selenium-Server; WebDriver will run the browser directly.