Manual:
You physically take the film in your hands and thread (lace for you folks in the UK) the film through the entire film path. You open every sprocket guard, open the film gate, set the tension of the film around the sound drum, and loop film around the rollers as the film exits the projector. All projectors from the very beginning of the development of projectors up until around 1962 were manually threaded. This is good because the projector and film path were less cluttered plus you had to know something about film so you wouldn't destroy either the film or projector. Film can be stopped at any point in the reel and unthreaded easily if you don't wish to see the entire movie.

Auto Load:
You flip a lever and feed film into an entryway. The film threads itself through the entire film path. When the film exits the projector you give the film a slight "tug" to trigger the release linkage and take the machine out of the automatic thread mode. The numerous linkages and guidance hardware are complicated. That's why auto load machines are the most expensive to purchase brand new. Film can be stopped at any point in the reel and manually unthreaded with a little difficulty. By the way, AUTOLOAD is a registered trademark for Bell & Howell's line of automatic threading projectors. Bell and Howell invented automatic threading projectors in late 1962 with the introduction of the famous model 552 and its baby brother the model 545. Film leader (the first 3 feet for sure) must be in good condition and free of sticky tape, folds, kinks, torn holes, etc.
 

Slot Load:
You flip a master "loading lever" and the entire film path opens up. Then you just sort of 'lay' the film in the slot. Then flip the master lever into the run position and show your movie. Film can be stopped at any point and unthreaded easily. Some machines allow you to actually rewind the film while still in the film path. There is usually some safety interlock switches preventing rewinding if any of the sprockets and claw is still engaged with the film or damage would result! These machines are also complicated internally, difficult to clean, and can be problematic. Slot load and channel load are the same terms. By the way, Graflex invented the slot load system in 1966.