Machine Design
A tap bolt

Has a head on one end and a nut fitted to the other
Has both the ends threaded
Has pointed threads
Has head at one end and other end fits into a tapped hole in the other part to be joined

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Machine Design
Castle nut is a locking device in which

A hard fibre or nylon cotter is recessed in the nut and becomes threaded as the nut is screwed on the bolt causing a tight grip
Through slots are made at top and a cotter pin is passed through these and a hole in the bolt, and cotter pin spitted and bent in reverse direction at other end
A slot is cut partly is middle of nut and then slot reduced by tightening a screw
One smaller nut is tightened over main nut and main nut tightened against smaller one by loosening, creating friction jamming

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Machine Design
Set screws are

Similar to stud
Slotted for a screw driver and generally used with a nut
Used to prevent relative motion between parts
Similar to small size tap bolts except that a greater variety of shapes of heads are available

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