Hi,
SAP WebGUI is an html version of the SAPGUI, i.e. you can access all the tcodes you find in the fat client SAPGUI but from a browser window.
WebDynPro is an application development option for developers to build their own apps that connect to an SAP backend system, there is both an ABAP and JAVA version of this development environment.
UI5 is also an application development option for developers to build their own apps that connect to an SAP backend system, however it is based upon modern web standards like Javascript.
Hope this helps.