When you are arrested, you are taken into custody. This means that you are not free to leave the scene. Without being arrested, however, you still could be detained or held for questioning for a short time if a police officer or other person believes you may be involved in a crime.
For example, an officer may detain you if you are carrying a large box near a recent burglary site. Storekeepers also can detain you if they suspect you have stolen something. Whether you are arrested or detained, you do not have to answer any questions except to give your name and address and show some identification if requested.