CAD (Computer Aided Design) software is the software you use to actually design your object. Engineers normally use CAD to design gears, motors, mechanisms, and other objects. Some architects use CAD to design buildings and other structures. The blueprint/design that you create with CAD is called a CAD or Design File. Any good CAD software will also incorporate CAE (Computer Aided Engineering software; CAE software is what tells the engineer what they designed will actually function the way it’s needed to and tells the architect whether their structure will collapse or not. Of course, many other professionals as well as hobbyist also benefit from CAD software.
CAM (Computer Aided Manufacturing) software is the software that actually operates the machine you are using to manufacture with. For 3D Printers, if your 3D Printer came with its own software it is likely that it is either only CAM software or a combination of CAD and CAM software. If the manufacturer of your 3D Printer states that software comes with your Printer make sure the software will fit your needs so you can know if you need to invest in/find additional software. Simply, CAD designs, CAE verifies, and CAM operates.