Difference between "application" APIs and "network" APIs

Hi everyone,

Could somebody explain to me the differences between the “application” APIs, such as CLI, and the network APIs, like MQTT or HTTP.
I am confused between all those functions, and the SDKs.
Do the SDKs have the same function as the “integration” ?
Do the SDKs have the same power as the CLI ? Such as adding and modifying devices information ?

Thank you.