Autonomy is the principle of acting, speaking, and thinking freely within a society. You are independent of everyone else to the degree that you can govern yourself. Another good definition is self ruling.
Fidelity is unflinching loyalty, steadfastness, and adherence to ones views, obligations, vows, promises, or morals. It can also be used to mean accuracy.
Confidentiality is the ability to take information that is given discreetly and not reveal it to others. Certain professions (medical, legal) have strict moral codes of confidentiality and cannot/will not reveal a client or patient's information without that person's written consent.
With regards to ethical and moral medical practices, these terms are interwoven.
Patients have the right to choose and seek out a doctor, hospital, procedure, or method of treatment for their conditions. Doctors may give their medical opinions and prescribe certain medications, procedures, and treatments, but if the patient is in their right mind and dealing rationally with their situation they have the final say about what is done for them (autonomy).
At the same time, doctors have a commitment to their patients to not disclose their medical history, condition, or treatments without express written consent from their patients (confidentiality). If a patient wants their information released and share amongst the medical profession, they sign a HIPAA Release Form.
Doctors make every effort to correctly diagnose, treat, and relieve the pain and suffering of their patients in ethical and humane manners. In fact, they learn the Hippocratic Oath and take a vow to follow the practices of Hypocrates, a Greek physician who fashioned them (fidelity). They cannot break this oath or they may lose their medical license and be subject to malpractice lawsuits and/or criminal penalties.
It is easy to see why ethics plays an important role in keeping a patient protected while they're under a doctor's care. They have their freedom of choice (autonomy); they can expect to not have their private information revealed (confidentiality); doctors are sworn to treat their patients in a professional, safe manner (fidelity).