These terms are used quite fluidly, but there are official definitions.
A hub usually combines multiples of the same type of port—for example, old-school USB-A connections—but often collects a few different ports in a compact form, frequently with a power supply.
A multi-format adapter adds different kinds of ports, usually in a very portable format that can either draw power from the host computer or channel pass-through power delivery via a USB-C port and your USB-C charger.
A docking station (or dock) is a larger beast with its own bulky power supply and a range of different ports that should cover all your connection and charging needs.
The definitions have merged somewhat and are now often more about the size and format rather than the capabilities.