A screw is an externally helical threaded fastener capable of being tightened or released by a twisting force (torque) to the head. The most common uses of screws are to hold objects together and there are many forms for a variety of materials. Screws might be inserted into holes in assembled parts or a screw may form its own thread. The difference between a screw and a bolt is that the latter is designed to be tightened or released by torquing a nut.
An assortment of screws, and a US quarter for size comparison
A Brown & Sharpe single-spindle screw machine
A machine screw
Lag screw, also called a lag bolt
A fastener or fastening is a hardware device that mechanically joins or affixes two or more objects together. In general, fasteners are used to create non-permanent joints; that is, joints that can be removed or dismantled without damaging the joining components. Steel fasteners are usually made of stainless steel, carbon steel, or alloy steel.
Typical fasteners (US quarter shown for scale)
Structural bolt DIN 6914 with DIN 6916 washer and UNI 5587 nut