Whatever goes into plugin is loaded whenever vim starts whereas what you put in ftplugin is only loaded for the specific filetype it corresponds to (so if you have a folder there called python all the files there will be loaded when you open a python file.
In autoload you should have the functions corresponding to the the scripts defined in plugin. The functions here will only be loaded when called by the first time.
In after you should put settings that you want to change from the normal plugin loading.
As an example suppose you like the settings that some plugin for latex gives you, but it redefined a mapping that you had in your .vimrc. You can revert this with autocommands or by putting the correct definitions in after.