DDL allows to add / modify / delete the logical structures which contain the data or which allow users to access / mantain the data (databases, tables, keys, views...). DDL is about "metadata".
DML allows to add / modify / delete data itself.
SELECT is the main DQL instruction. It retrieves data you need. SHOW retrieves infos about the metadata. HELP... is for people who need help.
DCL is used to grant / revoke permissions on databases and their contents. DCL is simple, but MySQL's permissions are rather complex. DCL is about security.