The conception of the state has changed over time. The primary distinction has been if the state should have a minimal level of control or a more direct approach to the affairs that transpire within the state. The Enlightenment period was one of the first moments when the classical liberal conception of the state was designed. This vision of the state called for a minimalist approach, as individuals were seen as having enough autonomy to be able to participate in democratic orders whereby the state would have to be responsive to their needs. This vacillated with the other vision of the state which represented complete control over the citizens. In contrast to the classically liberal vision, this conception of the state argued that the state itself represented freedom and through its acknowledgment by the submission of all the citizens, a collective identity can emerge.
This is a good question that will generate tons of responses, because people have different opinions of what the state is and what is should do. For example, there are big government or state people out there who believe that the job of the government is to keep a tight reign on the people by having programs, funding, and other things. Then, there are people who believe just the opposite. They believe in small government and that the government or state stay out and not regulate much at all. Then there are still others that believe that the state should not even exist. All of these groups (and more exist) have their various arguments and rationale.
The question asks for meaning of four terms that are relatd to some extent that they all represent some important aspect of affairs of a country or nation. Otherwise these terms are quite independent. Therfore I will explain the meaning of each of the four terms seperately.
The word state in modern times is used in two senses. One is as an independent country or nation, for example India or USA. In this sense the president or king of a country may be reffered by the common term "head of state". The other meaning of state refers to a principal political division existing within a country. For exapmle, the states within USA or India. These two meanings of states exist because many of the existing countries have been formed by voluntary merger of, what were independent sates earlier.
The word sovereignty means absolute or complete power. It is used by countries to assert their right and determination of independence for control by any other nation or power. In earlier times there were kingdoms which accepted to run their kingdoms under the overall control of other powerful kingdoms and paid tribute to them. In this way they accepted the sovereignty of other countries, rather than assert their own sovereigntyThese days ther are no significant nations that are not sovereign nations.
Democracy is a form of government in which a nation is governed by representative elected by the peole of the country from time to time. Democracy also refers to a country so governed.
Most of the countries today have this form of government theoritically. However some of the countries are dominated by individuals or political parties that manipulate the election system to perpetuate thei own power agains the popular sentiments of the people.
War refers to armed conflict between two countries or betwen two major political groups within a country. The wars are generally fought to gain control of territories, other important resources, government control, or to force the other party into submission in any other way. These days countries generally officiall delare themselves to be at war with specific country or group.