Freestanding Ranges are designed to stand alone and thus building your cabinetry/countertops around the unit is not required. A freestanding range will come with a back guard since they are intended to be operated without the need of being placed against a wall.
Slide-In Ranges have a protruding "lip" on each side of the cooktop, that extends past the width of the oven located below it. In this configuration the cooktop actually rests on the counter with the "lip" being placed on the top of both the left and right counters while the oven is freestanding
Drop-In Ranges are designed to have a cooktop that protrudes past the oven below (like a slide-in range), but the oven below is not freestanding (unlike a slide-in range). It must have custom cabinetry.
Wall Ovens are built into the wall in your kitchen saving you space and all the while being easy to clean. They are available in single and double oven units.