I am not sure if you are looking for a general definition of each of these categories or its relationship within a specific field? I am providing definitions of the more general sense. If you are looking for a more occupationally specific definition the please let me know!
Mentoring: A mentor is generally agreed upon to be a trusted friend, advisor or just someone who is wiser then you in a specific aspect. For example, you might seek out a mentor in advertising if that was your career choice. It would be someone who had experience and success in the field who could guide you through the various hoops.[i]
Counselor/Counseling: This is far more difficult to define without being sure of your specific area, but enotes provides numerous examples and definitions of each that can be accessed here. [ii]
Based on this information mentoring in the general sense is an intentional training of someone else who is less experienced then you and in a specific area. Counseling can be argued that it is a less specific version of mentoring. Unless you are referring to counseling in the legal sense then it is the guidance of a person in general. An advocate may provide some level of guidance, but the primary responsibility is to represent and speak for the person or possibly business in question.