A wall plug also known as an anchor (US) or "Rawlplug" (UK), is a fibre or plastic insert used to enable the attachment of a screw in material that is porous or brittle or that would otherwise not support the weight of the object attached with the screw. It is a type of anchor that, for example, allows screws to be fitted into masonry walls. In US English, mentions of drywall anchors are sometimes meant to refer specifically to the type of plastic wall plugs with expandable wings for hollow walls, in contradistinction with mollies and toggle bolts.
Wall plugs
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