What are the difference between data-sly-use, data-sly-resource, data-sly-include, and data-sly-template?

data-sly-use "is used to add js/java". You declare component-beans with this statement for instance.
data-sly-resource you can override a resource-type for an included file.
data-sly-include includes other html files as the name suggests.
data-sly-template you declare templates which can later be 'called' with data-sly-call.

Please refer to the official specs for more information. there are several examples for each tag:

https://github.com/Adobe-Marketing-Cloud/sightly-spec/blob/master/SPECIFICATION.md