URL - (Uniform Resource Locator) is the address that defines the route to a file on the Internet.

URI (Uniform Resource Identifier) - A more general term. A URI can be classified as a locator, a name, or both. The term "Uniform Resource Locator" (URL) refers to the subset of URI that identify resources via a representation of their primary access mechanism (e.g., their network "location"). It is now also used to define a scheme which is the first part of a URL. (See: RFC 2396)

See URIs, URLs, and URNs: Clarifications and Recommendations at W3.org

Most web addresses (URLs) are of the form http://www.w3.org/Protocols/Specs.html
Which says to use the http scheme (protocol) to go to the http server on the www host at the w3.org domain in the Protocols path (folder/sub-directory) and read the Specs.html file. The general syntax as defined in RFC 1738 is: <scheme>:<scheme-specific-part>
Some scheme-specific-parts are:

IP to host on the Internet:	//<user>:<password>@<host>.<domain>:<port>/<url-path>
local machine:	"///path" or "/filename"
mail or netnews:	"email address" or "newsgroup"

The scheme is defining the type of service the browser will use to access on the server. (Microsoft calls this a protocol, but there is a difference. See below.) The most common type is http. URI Schemes are registered at IANA (Internet Assigned Numbers Authority)

user:password@ is an otpional login used for a few services like telnet.

The domain is defining the Internet domain name like w3.org.

The host is defining the domain host. If omitted, the default host for http is www.

The :port is defining the port number at the host. The port number is normally omitted. The default port number for http is 80. 

The path is defining a path (a sub directory) at the server. If the path is omitted, the resource (the document) must be located at the root directory of the Web site.

The filename is defining the name of a document or program. The default filename might be default.asp, or index.html or something else depending on the settings of the Web server. See file type below.

Note: Common types http, https, ftp, file are built into browsers.

ftp, file and gopher are basically file transfer schemes which will download files from a server. http also transfers files, but does much more; It will allow you to specify a program to run after the file is downloaded, e.g. MS word for a .doc file or display some files itself e.g. .gif images. (See file type below.) It also has the ability to send user information input in a form back to a server.

Other schemes usually require a separate program, which can be configured in your browser, to handle the communication to the server. Mailto, and news are built into Netscape, but will default to Outlook Express with Internet Explorer (IE).

You don't always see the scheme when you click on a link in the internet. For example the link on the internet for a Real Audio streaming audio may be something linke http://whyy.org/91FM/live40.ram. This will download a file which contains "rtsp://streamer.whyy.org/encoder/live.rm" the rtsp scheme is used by the real audio player. See other multimedia schemes below.

Scheme        Description and Example
______________________________________
http:   Hypertext Transfer Protocol - File on a World Wide Web server.
     e.g. http://www.w3.org/Protocols/
https:  Hypertext Transfer Protocol Secure - 
        http over SSL (Secure Socket Layer) for encryption. 
ftp:    File on a File Transfer Protocol Server.
        e.g. ftp://ftp.research.telcordia.com/ 
file:   This is similar to ftp but usually denotes file on a local host
         that is not necessairly available over the internet.
         e.g. file:///C:\My Documents/ on Windows 98
        
mailto: Send mail. (Note: you may need to specify a mail program in your browser)
        e.g. ()
news:   Read news on a Usenet newsgroup.
    e.g. news:comp.infosystems.www.browsers.misc
  (Note: You may need to specify a netnews reader program in your browser.)

Others:
telnet:  Open an interactive terminal window with a telnet server.
Most of the following require configuration to specify an external application.
imap: Internet Message Access Protocol (mail access)
ldap: Lightweight Directory Access Protocol
nntp: USENET news using NNTP (Net News Trsnsport Protocol) access
pop:  Post Office Protocol v3 (mail access)
rtsp: Real Time Streaming Protocol 
     Replaces proprietary Progressive Networks Media (PNM) protocol 

im:   Instant Messaging - part of Instant Messaging and Presence Protocol (IMPP)
pres: Presence - part of Instant Messaging and Presence Protocol (IMPP)
sip: session initiation protocol -
   For instant messaging and netphone (VoIP).
h323:  ITU-T Standard H.323 - multimedia communications services
    over packet based networks RFC3508
    used for NetMeeting, CUworld or Intel NetPhone
daap:  Digital Audio Access Protocol (Apple)
itms: iTunes Music Store (Apple Music downloads)
netphone: Voice over IP (VoIP) phone calls
tel:  Telephone e.g. tel:1-212-555-1212
callto:   iPhone, Nokia phones, Skype
wtai://wp/mc;[phone_number] - ANdroid phonesfax: FAX
modem: Modem
sms:<phone_number>[,<phone-number>]*[?body=<message_body> ]
geopoint:latitude,longitude
Older schemes not popular now:
gopher: A gopher server. (Similar to ftp but with file descriptions)
wais:   A wide area information server. e.g. WAIS directory-of-servers index

Schemes and Protocols:
Some scheme names are the same as the protocol they use e.g. http & ftp while others are different. Some common protocols or signaling for a given scheme are:

Scheme	Protocol/Signaling
http	HTTP - Hypertext Transfer Protocol
ftp	FTP - File Transfer Protocol
mailto	SMTP - Simple Mail Transfer Protocol
news	NNTP - NetNews Transport Protocol
tel	DTMF Dual-tone_multi-frequency signaling

file	scheme	Program
.ram	rtsp:...file.rm	Real Time Streaming Protocol  Real Audio
.asf

.asx	mms:...file.wma	Multimedia Messaging Service (Microsoft)
	itmms	iTunes	Apple
	mmst
	mmsu
	msbd
	callto