These are the individual projects that make up the Yocto Project. Each of these holds a key role in developing embedded Linux, and the Yocto Project works to make all of them interoperable and useful.
Poky is a reference distribution of the Yocto Project. It contains the OpenEmbedded Build System (BitBake and OpenEmbedded Core) as well as a set of metadata to get you started building your own distro. To use the Yocto Project tools, you can download Poky and use it to bootstrap your own distribution. Note that Poky does not contain binary files - it is a working example of how to build your own custom Linux distribution from source.