Lightning address:
Your personal address of one specific lightning wallet, looks like an e-mail address, for example
[email protected]Wallet:
An app with which you can send and receive bitcoin, for example Wallet of Satoshi.
NWC (nostr wallet connect):
Is a nostr native tool, with which you can connect a lightning wallet directly to a nostr client or other service.
This is very handy if you want to send sats inside the app without opening your wallet.
@primal has a built-in wallet (including a lightning address) which could be used with NWC very easily.