Here you go:
A wet/dry is exactly what the name implies. They all come with either bio balls, or bio wheels, depending on the maker. They are also called trickle filters because the water runs across this media that is air exposed and allows the bacteria to grow. Some people say that these are nitrate factories just waiting to cause a problem.
A sump can be just another aquarium like stated above. It is basically a container for your tank to drain into that may contain your heater, skimmer, and a return pump to get the water back into your display tank.
A refugium is a refuge for the growth of macro algaes and the little bugs we all love, copepods and amphipods and such. This can be part of the sump or separate, but is generally an area of slower flow that has live sand, live rock, macro algae, and lighting. You either buy a premade one, or install baffles in a regular tank to slow down the flow and attempt to get rid of any micro bubbles before the return pump sends the water back.
You can buy any of these pre-assembles, or check out the DIY forum of Reef Central and see how to make them yourself.
HTH
