The three heads of the Deltoid are the Anterior, Lateral, and Posterior.
All three Deltoid heads attach to the humerus. The Anterior and Lateral heads originate on the collar bone, while the Posterior head originates on the scapula.
The Anterior Delt contributes to many Pec-related movement, e.g. bench press. The Lateral Delt is most active in dedicated lateral movements. The Posterior Delt is often activated in back exercises that involve the Teres Major and Rhomboid muscles.
The function of the Deltoid muscle is essentially to move the arm away from the body.
The Anterior head raises it away to the front, the Lateral head up and away to the side and the Posterior head away to the rear.