Direct
Where the employer treats the employee less favourably than someone who does not have the protected characteristic in question, so if an employer refuses a promotion to a gay employee because of their sexual orientation, that amounts to direct discrimination.
Indirect
Where the employer operates a provision, criterion or practice (PCP) which puts an employee with a particular characteristic at a disadvantage compared to an employee who does not share that characteristic, and the application of the PCP is not a proportionate means of achieving a legitimate aim.
So, if an employer operates a shift system involving significant antisocial hours, that would be discriminatory towards women as the courts recognise that women in general bear the greater responsibility for childcare.  However, the employer may be able to demonstrate that the shift pattern is a proportionate means of achieving a legitimate aim.
Harassment
Harassment occurs when an employee engages in unwanted conduct related to a protected characteristic, and the conduct has the effect violating another employee's dignity, or creating an intimidating, hostile, degrading, humiliating or offensive environment for that employee, and proved it is reasonable for the conduct to have that effect.
So a manager would be harassing a pregnant employee if they were to make comments for example complaining about the disruption to the business caused by maternity leave.
Victimisation
An employer victimises an employee if it treats an employee unfavourably because it believes that the employee has either brought, or may bring, legal proceedings under the Equality Act, or has threatened to do so.