The segno marks a place to which we must jump when we find one of these terms:
D.S. al Coda - after jumping to the segno, we keep playing until we find the To Coda. We then jump to the Coda.
D.S. al Fine - after jumping to the segno, we keep playing until we find the Fine where the piece ends.
D.C. al Coda is a variation. In this case we jump not to the segno but to the first measure.
This animation shows the use of the segno, the coda and first and second endings:
Coda is also used to indicate the section that ends a piece.