The terms "all-wheel drive" and "four-wheel drive" are often used interchangeably, but they really shouldn't be. There are key differences between the two. Perhaps you've never known the differences between all- and four-wheel drive and were afraid to ask, or maybe you didn't realize they mean different things.
Basically, an all-wheel drive system can send a variable amount of torque to each axle, and the driver doesn't typically control this. A four-wheel drive system sends a fixed amount of power to each axle, and it can be switched on or off by the driver. So, how do they go about doing their jobs? Generally, an all-wheel drive system uses a center differential to distribute the engine's torque between the two axles, while four-wheel drive relies on a transfer case, which functions like a locked differential.
At this point you might be wondering why there's a need for both of these types of systems, since the aim of both is to distribute power to all four wheels. Four-wheel drive is great for off-roading and other low-traction scenarios, since the system sends a fixed amount of power to each tire. Whichever tire has the most traction is guaranteed to get the power it needs, helping prevent the vehicle from getting stuck.
But four-wheel drive often doesn't work on the road for the exact same reason it works so well off road. In a corner, the wheels of a car spin at different speeds. With four-wheel drive selected, the system tries to get each wheel spinning at similar speeds, which makes on-road cornering difficult. That's why most four-wheel drive systems can be operated in a two-wheel drive mode, which is recommended for road use.
All-wheel drive systems are great for road usage because they can actively send power to the wheel (or wheels) that need it most. Some all-wheel drive systems have a fixed torque split between the front and rear axles, but those don't have the same issues with cornering as four-wheel drive systems since they rely on a differential rather than a transfer case.
Of course, there are lots of different types of all- and four-wheel drive systems that buck these conventions.