Start here. This is the direct spoken answer to practice first.
Why this question matters
Mixed cookie and bearer applications can authenticate successfully in one route and behave incorrectly in another when default schemes are accidental. Understanding the three operations makes 401 and 403 behavior predictable.
An ASP.NET Core authentication scheme is a named handler configuration, such as a cookie scheme or JWT bearer scheme. Authenticate asks a scheme to build the current principal from the request. Challenge is used when the request needs authentication: a cookie handler may redirect to login, while a bearer handler normally returns 401 with WWW-Authenticate. Forbid means the user is authenticated but not allowed, which normally produces 403 for an API. Authorization policies can name the scheme or use configured defaults.