A coil spring is just that. It is often mounted between a lower suspension wishbone and either the chassis or a chassis outrigger. A torsion-bar is a rod of spring steel that is twisted as the suspension moves. It is often used in conjunction with wishbone suspension, attached to the A-frame at one end and to the chassis at the other. The bar is usually installed neatly along the chassis rail.
Torsion bars are sometimes adjustable.
A shock absorber, or damper, consists of a piston moving inside an oil-filled tube. Its purpose is to damp out unwanted axle movements. The piston has various holes and spring-loaded valves to control its resistance to movement. The piston arm moves in and out of the cylinder through an oil seal. As it does so the volume inside changes so there must be an air or gas space to allow this.