Yes, they do all involve copying data somehow, but they are different.
Fork (happens on GitHub): copies a repository on GitHub to a new repository on GitHub.
Clone: copies a remote repository (e.g. on GitHub) down onto your local machine
Pull: Just copies the recent changes/updates from the remote repository down to your local repository, and attempts to merge those changes with any changes you've made locally in your repo. (You can only do a pull later, after you have cloned.)