In a nutshell: Four wheel drive or 4WD, 4x4, all wheel drive or AWD are terms used to describe a four-wheeled vehicle with a drivetrain that allows all four wheels to receive power from the engine simultaneously. However there are full time systems and part time systems for both.
Most AWD cars send power to all 4 wheels with little if any user decision on the matter.
Most 4wd or 4x4 systems allow the user to select between 2wd (2 wheel drive) for less wear and tear and economical opperation and 4wd for traction reasons.
A two wheel drive, 2wd or 4x2 is just that, a car that only feeds power to the front axle or the rear axle, not both.
Trackers and Sidekicks come in either a 2wd (4x2) or a part time 4x4 set up.
Like I said it is a simplified explaination but I hope it helps.