Broadly speaking roles in these areas involve promoting companies in one form or another. PR is often closely related to journalism, where it is the PR Executive's responsibility to ensure that a company gets the best press in newspapers, on TV, in magazines and online articles. Advertising involves the design and execution of campaigns across the various forms of media and marketing whilst marketing, although it can include advertising, is a broader term that could be described as understanding and meeting the needs and wants of customers.
Roles in each of these areas can be based in-house in a larger company or within an agency that both large and small companies often outsource to. The agencies are usually more creative in general but they will also divide their employees into creative teams and account management teams.
For large parts of these industries you will need to be outgoing and enjoy networking and meeting people. To work on the creative side you must enjoy brainstorming and executing ideas with a keen eye for fashion and trends as well as being analytical enough to understand and interpret the effectiveness of various campaigns.