Sockets have a square hold into which handles can be fitted to drive the wrench - ie. ratchet wrench.

a wrench with a handle onto which sockets of different sizes can be fitted

This hand tool consists of a ratchet handle and a set of interchangeable sockets that fit over a nut or bolt head. Home Improvement Encyclopedia

A wrench that completely covers the head of a bolt rather than fitting around its circumference. A socket set usually consists of a variety of sockets plus at least one handle (usually a ratchet handle), a couple of extenders, and sometimes a spark plug socket as well.

Wrench, which has a rounded outside edge but a hexagonal (or similar) shaped inside that is used to grip a nut or fastener head. The other side of the head is formed of a driver, which has a square shank, and may be a torque wrench, ratchet or breaker bar.