Even though this may belong on some other subreddit like /r/socialdemocracy , /r/socialism , /r/communism , /r/asksocialscience or maybe even /r/PoliticalDiscussion , I'll answer your question in a short manner, just because I love to study political ideologies.

The three of these are all subgroups of the ideology of socialism, some more "orthodox", if you will, than others. The basis of socialism is equality and a classless society.

Let's start with Social Democracy. Social Democracy is probably the subgroup of socialism which has had the most effect in the western world. Countries like Sweden (where I happen to live) had a social democratic government for a long time, which formed and influenced the society in a great deal of ways (universal health care, unemployment benefit etc.) The Welfare State, which social democrats often advocate, is something many countries have been influenced by. Universal health care is one policy many countries have taken from the model of the Welfare State. What divides social democracy from communism and marxism is that social democrats believes that socialism is best achieved through reform and enacting policies. This has lead to some critique from both Marxists and Communists, who believe that reformism won't achieve a 'Socialist Utopia', because the working class isn't directly involved in the change. Instead they believe that revolution is the best way of achieving socialism. In short, social democrats believe socialism is achieved through reform, whilst communists and marxist believes revolution is the way to go.

But what's the difference between Communists and Marxists you ask? Well, the difference isn't that big. You can say that Marxism is the theory and Communism is the practical implementation of it. Communism is the stateless society, and Marxism is the plan of how that state should be achieved. Both of these are based on Karl Marx's ideas, but communism is better described as a political system based on Marx's ideas, while Marxism is the theory from the ideas.

I hope my answer helped! I still recommend you to go to some of subs I recommended at the top, though. They might give you a better answer than me.