Restrain is to prevent an action from another. For instance, if someone is unruly in a hospital, they may need to be restrained to prevent them from hurting themselves or others. "Restraint" are articles of clothing or tools used to physically restrain someone. A "Restraining order" is a court order that makes it illegal for a person to go within a certain distance of another person or property.
Restrict is to limit certain persons. For instance, in most businesses there are areas only employees may enter. These are restricted from the public, as they can not enter while others can. It can also be used in the opposite sense as being restricted -to- rather than restricted -from-. For instance if you wrote, "My cat is restricted to my home." this means your cat must stay inside your home, but if you wrote "My cat is restricted from indoors." this means that your cat must stay outside the house.
Confined is to be prevented from leaving something. This can be most easily described through inmates of a prison. They are confined to cells and certain areas and can not leave.
Limit is to describe the point of the end of possibility or some other matter. For instance a "Speed limit" concerns driving speed. If the speed limit is 80, you may not go faster than 80. If you do then you may issued a fine and have to appear in court. Another example is a "Limited edition" of something. This is often associated with merchandise, and describes a product that will only be made in a certain quantity, presumably less than the demand for it. Meaning that it will soon be difficult to aquire. Another common term is "Off limits" which is closer to restricted in it's actual meaning. This being that you (or another specified group) is not allowed entrance or access to it. (Ex: The new product design is off limits to general employees until further testing is conducted)