OneDrive vs SharePoint vs Teams

How does SharePoint differ from OneDrive on Office 365? How can I sync the cloud storage devices to my computer? Share them? Add new files? Upload existing documents? How does OneDrive’s new Files on Demand feature work?

Microsoft Teams is exploding, but when we save files, where does the file really live? Sometimes its OneDrive other times SharePoint. Can I create a file in Teams but not SharePoint? What about in SharePoint but not Teams?