I want to learn what is the difference between "State machine" and "workflow", and how is it any different from "State machine workflow"?
Workflow and state machines are defined nicely on wikipedia.
I'm guessing you're getting the term State Machine Workflow from this page. .NET seems to support different ways of modeling workflows (which are just some defined steps in a complex human task). A state machine (which is a map of states with transitions between them) would allow loops as opposed to a sequential workflow, which precedes down different branches until done.