Firstly, your question should be 'What is the difference BETWEEN ....?'. When we are considering and comparing individual items, however many there are, we always use 'between'. Whoever wrote that Chinese textbook saying that 'between' is only used for two items has misled countless millions of people.
Secondly, you are right that these words are different.
A speech often expresses ideas or emotions. Speeches are often messages. Politicians give speeches, explaining their policies and persuading people to vote for them or for their ideas. At conferences, people give speeches to say welcome or farewell to delegates. At award ceremonies, winners give speeches to thank people for honouring them.
Lectures belong in an academic context. Lectures give information. College professors deliver lectures in lecture rooms, and students takes notes.
Presentations show the audience something. Presentations are often given in a business context, and usually involve different media - slides, graphs, maybe also audio and video media. If you do some research, you then give a presentation to your colleagues to present your findings to them.
I hope that helps.