All these movements--expressionism, futurism, dada, and surrealism are integrally related to the growth and development of European Modernism in the early 20th century.
Expressionism happened in art in general, especially in painting. In literature, theatre to be specific, August Strindberg was one of the greatest exponents. His Dream Play had a truly expressionist decor. Expressionism gave great importance to the mode, clarity and exuberance of expression.
Futurism was a way of writing poetry in a contemporaneous way, enriching it with the modern values of scientific development, industrialization, machine-age and so on.
The most intimately interlinked were Dada and Surrealism; the former championed by Tristan Tzara and the latter by Breton in poetry and Salvador Dali in painting. Both the art-groups were chiefly experimentalist and avant-garde. They emphasised nonsense over sense, gave predominance to the Unconscious, used a lot of structurally chaotic methods like collaging with newspaper cuttings to create poetry.