The idea is that a URL is a mechanical link to a resource's location where it can be downloaded. For this reason a URL contains a hostname and a local part all of which can be resolved anywhere on the Internet.
What a URN tries to do is different. It tries to give a description of a resource without actually pointing at it. For example:
urn:isbn:90-365-17273
This is the URN for my PhD thesis but it does not give you a clue where you could get it. The idea is that you need resolution software to come to that. The word isbn is a so-called URN-space and it has been registered formally. There are also non-global URN spaces they start with an x- prefix.
URI is merely the possibly overlapping union of strings that are a URL or a URN.