A sensor performs the role of information gathering in any system for which it is employed. In automobiles, it detects events or changes in its environment then provide a corresponding output. The ECU (Brain box) receives information from the sensors, processes them and instructs the actuators what to do or perform an action. Examples of sensors are oxygen sensor, tyre-pressure sensor, water sensor, speed sensor etc.
An actuator is a device that is responsible for moving or controlling a mechanism or system. In automobiles, actuators are devices that receives command, information or instructions from respective controllers either an electronic control unit (brain box) or switches to control components mechanically. Examples of actuators are Bulbs, Injectors, Fuel pumps, starter monitors, malfunction Indicator Light (MIL), AC Compressors, Water Pumps, Alternators, Break Light etc.

Electronic control unit (brain box) is a device that controls various actuators to ensure optimal performance of an engine. The ECU receives information from various sensors, processes them and instructs the actuators what to do with them or perform an action or stores them for future use. Sensors are devices that receives information in an environment or in a system while actuators are to control components mechanically. Succinctly, sensors are to collect information, ECU is an information processor and actuators are to control components mechanically.