Step in: means that if there is a function call, it goes inside the function 
and you can see how the function is executing line by line till it returns 
and you go back to the next line right after the function call.

Step over: means that if there is a function call, it just executes it like a
black box and returns the result, but you cannot see how the function was 
executed.

Step out: means that if you have Stepped in a function and now you want to 
skip seeing how the rest of the function is going to execute, you Step out 
and the function returns. Then, you go back to the next line, that is the 
line right after the function call.

Hopefully, this can help :)