All four of these are processes used by cells to transport water and other various materials across the cell membrane, which has the quality of being semipermeable. Semipermeable means the cell membrane will allow some substances to cross, but not others. Of the processes you mentioned, 3 occur naturally, requiring no energy expenditure, and one does require energy.
Diffusion is the equaling of a concentration of a substance in a certain medium. The general trend is for an area where the substance is highly concentrated to spread to areas that are low in concentration. A good example here would be the striking of a match in one corner of a room; within a few minutes, the match can be smelt everywhere in the room. No energy is required to go from a high concentration to a lower one.
Osmosis is, quite simply, diffusion by water. Water is one of the substances a cell membrane will allow free passage back and forth across it. Again, the tendency is for the water concentration in a greater area to diffuse into an area with a lower concentration. Again, no energy is required.
Passive transport involves the passage of larger molecules across the cell membrane, through special portal cells. As the name implies, no energy is required for particles of a higher concentration to pass through the cell membrane into an area that contains a lower concentration.
Active transport is the process that requires energy, because we are going against the grain, moving particles from a low concentration into an area already having a high concentration. This is against the natural tendency of moving from high to low, therefore it requires the cell to expend energy, stored in the form of ATP.