Essentially, they differ in their main purpose. Screw guns are meant to drive screws in walls and blocks, and they have an adjustable depth. On the other hand, a drill machine is used to form a hole into different materials – so that you can drive screws into it later.
For best results, consider researching which option will benefit your project the most. Working with the wrong machine can result in less than satisfactory results, and if you’re a DIYer or hobbyist it can be harder to tell the difference between quality and poorer work.