CAD's are Computer Aided Design software. These programs allow you to design an object you'd like to print. Check out:
Model Repositories are places where you can find models (.stl) that are already designed. These .stl files just need to be sliced and its ready to print.
Slicers cut your model into the layers that the 3D printer uses when building your model layer-by-layer. It takes the .stl file and will create a .x3g file that the printer can use. When slicing, its important to: