Answer:
Annuals complete their life cycles in one growing season. You plant them afresh every year or let them reseed themselves - the same plants generally won't come back the next year. Biennials are similar but take two growing seasons instead of one - foxgloves and hollyhocks are good examples of biennials. Perennials are plants that last longer than that; herbaceous perennials are the kind that aren't woody. Most herbaceous perennials die back to the ground during the winter and return in the spring.
Sometimes it depends on your growing zone, though - some plants may be perennial in one climate but too tender to survive the winter in another.