.NET
.NET (pronounced as "dot net") is a software framework developed by Microsoft. It includes a large class library named as Framework Class Library (FCL) and provides language interoperability (each language can use code written in other languages) across several programming languages, including Dyalog APL and APL+Win. FCL provides user interface, data access, database connectivity, cryptography, web application development, numeric algorithms, and network communications.
.NET Framework
.NET Framework is the primary implementation, but is restricted to Microsoft Windows only and is mainly proprietary software.
WPF
Windows Presentation Foundation (WPF) is a graphical subsystem (similar to WinForms) originally developed by Microsoft for rendering user interfaces in Windows-based applications. On Windows, Dyalog APL can use WPF through its .NET interface, and comes bundled with Syncfusion's WPF library which the license covers as well.
.NET Core
.NET Core is an alternative Microsoft implementation of the framework; it has similarities with .NET Framework and even shares some API, but is designed based on different sets of principles: It is cross-platform and free and open-source. Starting in 2020, it will become the primary implementation.