Your question should be:
'What is the difference between these words..?' and your problem is that 'I get confuseD..'
The word 'consumer' defines a relationship between people and the GOODS that they use. The public buys and uses products and resources, so we are the consumers of these products and resources. There is an increasing number of consumers of manufactured foods worldwide, for example.
The words 'client' and 'customer' define the relationship between people and the ORGANISATIONS which supply these goods or services. Mr Y is an important client of the ABC company, for example.
The term 'client' is used mainly in business context. A client may buy goods, but may also buy other 'products', such as advice, or management or consultancy services.
The term 'customer' is used in both business and everyday contexts. If you go into a shop and buy a can of Coke, you are a customer, rather than a client.