AIO and SFF are special classes of computers that have unique properties. Both of these are designed with space saving in mind, to be able to have a computer where using a normal tower PC may not be practical.
AIO systems are where the computer components (CPU, motherboard, memory, HDD/SSD, etc) are all built into the screen assembly. Instead of having a seperate screen and box for the computer, they are All-In-One.
SFF systems are computers that replace the standard tower unit with a very small box. This has the advantage of being able to connect up different monitor options versus an AIO where the screen is built into the unit. But by allowing you to connect different monitor options, you do have to deal with the cables from the SFF box to the monitor. Some SFF units can be mounted to the back of the monitor, making it very similar to an AIO.