ExecuteNonQuery():

• It will work with Action Queries only (Create,Alter,Drop,Insert,Update,Delete).
• Returns the count of rows affected by the Query.
• The return type is int
• The return value is optional and can be assigned to an integer variable.

ExecuteReader():

• It will work with Action and Non-Action Queries (Select)
• Returns the collection of rows selected by the Query.
• The return type is DataReader.
• The return value is compulsory and should be assigned to another object DataReader.

ExecuteScalar():

• will work with Non-Action Queries that contain aggregate functions.
• Return the first row and first column value of the query result.
• The return type is the object.
• The return value is compulsory and should be assigned to a variable of the required type.