They're each different implementations of Scheme, sometimes with different design goals (like embedding or scripting or for standalone programs). Scheme is a pretty simple language (in comparison to many others) and relatively small. There are also several versions (not just implementations). Common ones out there now are R5RS, R6RS (it was considered "big" and was somewhat unpopular), and R7RS. Consequently, different implementations are also conforming to different versions of the spec.

Really, if you're wanting to learn Scheme, just pick one and run with it. For learning purposes they're mostly equivalent if you stick to the more popular ones, but be aware of your learning material and the version of Scheme that they're using.

If you're familiar with other programming languages, it's somewhat like the relationship between different compilers. Though usually they adhere a bit more strictly to the same standards. Since Scheme is such a small language, there's more room for differences between implementations. This mostly doesn't affect you as a learner (most learning materials focus on the core parts of the language which all implementations should be consistent on).