the ssd will work as a internal hard disk
the same as the pcie and nvme
those are recogniced as hard disk inside the pc and are candidates to be used to install windows on them
the usb is a external unit, it will bot be usable for that same purpose withput some modifications and problems will arise
also, the usb device will be limited in terms of speed
right now, a usb flas drive can reach around 80m egabytes per second, a cheap decend ssd can reach easily 400megabytes per second
the other options can reach at least 1500 megabytes per second
the last options, on a laptop, are not always available, they depend on the existance of a slot in the laptop, so you can install them, if you don't have those connectors, they will not be a viable option for your laptop
your best bet now is to get a ssd, 240 gbs in size, bigger the better, and if you need fast external storage, get a good external hard disk and plug it when required
a last option is remove the optical drive and connect a hard disk drive bay in the space it leave behind, but if your laptop doesn't have one of those, it is not a option then
what laptop do you have ther? perhaps we can talk in terms of specific parts you can get or not
if your laptop is really a ultrabook, there is the chance you can't even change the hard disk, some comes with a soldered on board ssd