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A site is a generated encounter placed in the world map for use in random encounters, faction bases, and quest encounters. These are randomly generated and may or may not contain enemy pawns.
Colonies are the core of RimWorld. They are the central base of operations for all colonists, allowing them a safe place to sleep, grow food, stockpile resources, trade with outside parties, research new technologies, and defend themselves from attackers. Without a well-designed colony to support them, your colonists will be left to the mercy of hunger, disease, marauding raiders, and even worse threats.
Faction bases are sites where factions settle. This feature was first seen in Alpha 16, where rudimentary bases were generated. Both enemy and friendly factions alike can be raided by your colonists, upon which a map for the encounter will be created.
World Quests Locations
World quests are events that happen in the world map instead of in your colony. They don't affect any of your bases directly, and to interact with them, you must send out a caravan to investigate.