Core answer
Start here. This is the direct spoken answer to practice first.
Overview
These terms are often mixed together, but they have different authority and lifecycle.
Context is the bounded information sent to the model for the current step. State is the authoritative execution record, such as the goal, completed actions, approvals, results, and terminal status. Memory is selected information retained across turns or runs to improve future behavior. The application decides what enters each layer and what authority it has.