Vulnerability vs Threat vs Attack

Basics of Security starts with following keywords

Vulnerability is a hole or weakness of an Operating System or Application. This could be due to design flaw or implementation flaw, which allows an intruder to cause harm.

Threat is something like a disease which affects Operation System or Application. Threat is normally identified by the changes that is makes like signature of binaries/files, registry keys etc..

Attack is techniques used to exploit vulnerabilities of an application.