"Create" means to bring something into existence, "Make" means to form something by putting things together, "build" means to construct (usually used for buildings) and "Form" is basically the same as "Make" but a tiny bit more formal and fancy.

Firstly, let us correct the question: What is the difference between and what are the differences between. Not what are the difference between. Yes, create, build, form are similar. The differences are neglible

This is a very difficult question because they can be used in so many ways. :D