In a nutshell:
WDM
stands for Windows Driver Model. Every Kernel driver is essentially a WDM driver.KMDF
stands for Kernel Mode Driver Framework. This is a framework that encapsulates and hides many of the OS programming aspects that driver developer must relate to even if it has nothing to do with the business logic of his driver. Some functionality doesn't exist in KMDF framework and will require native Kernel calls without using the framework (but in most situations it's not the case).UMDF
stands for User Mode Driver Framework. It's a complementary framework to KMDF and together they compriseWDF
(Windows Driver Frameworks). UMDF allows to create a driver in user mode, having all the benefits of User mode programming vs Kernel mode. Naturally, UMDF driver have limitations compared to KMDF/WDM drivers and in most situations it will require a Kernel counterpart with at least some functionality.
The page you've referenced is pretty comprehensive. You should dwell into it for deeper understanding.