Coconut water is what comes out of the center of a coconut when you stick a straw in. It looks like cloudy water. It is natures electrolyte drink. Great stuff.
Coconut cream and milk are the actual flesh of the coconut ground up. The "milk" is more watery than the "cream" but same stuff.
Try to find brands that list only one ingredient : coconuts. Some brands add a lot of gums, stabilizers, etc that you don't need (don't know about yours). I use Aroy-D. Great in coffee plus for making Thai style soups. Also just to add a little extra creaminess like in mashed tubers, etc.