OLED stands for Organic Light Emitting Diode, which basically means that the screen is made out of a special type of plastic that can produce light when you send electricity through it. In an OLED screen, each pixel creates light individually when its told to.
LED and LCD screens are both similar in the way that they work. There is a light behind the screen (either an LED or a fluorescent light – a bit like the ones in the roof at school). The pixels work by blocking light until they are told to allow it to pass.
What I can imagine about quantum dot screens is that they contain a load of very small LEDs for each individual pixel, so they’re kind of similar to OLED displays, but made from a different type of light source.