In a nutshell.
- C++/CX ("component extensions") are extensions to C++ to create Windows Runtime (WinRT) applications in as native a C++ style as possible
- C++/WinRT is the recommended alternative to interacting with WinRT (available in the Windows 10 SDK from version 1803 onwards) and is C++17 language compatible
- Projections are thee new name for bindings
Roughly speaking, WinRT is the Win32 API ported from C to C++, with a whole load of new stuff for Windows 10 and beyond.