The 'passé composé' - formed by the auxiliary 'avoir' or 'etre' conjugated in the present tense, followed by the past participle of the verb being conjugated - is used the most when speaking. It generally refers to recent past, and pinpoints an event or action which has been completed. Eg: It rained --> Il a plu; I went shopping --> J'ai fait des courses.
The 'plus-que-parfait' is similar because it also refers to an event in the past which can be pinpointed. However, it is further away in the past (as shown by the auxiliary verb being conjugated in past tense imperfect/'imparfait', rather than in the present). Eg: It had rained --> Il avait plu; I had been shopping --> J'avais fait des courses.
The 'imparfait' is not formed by an auxiliary and a participle: the verb conjugated adopts the 'imparfait' form itself directly. This tense is used to describe a more general, indefinite past. Eg: It was raining --> Il pleuvait; I was shopping --> Je faisais des courses. It can also refer to routine, and background events (contrasting with foreground events which would be in another past tense). Eg: It rained every day --> Il pleuvait tous les jours; While I was shopping, something happened --> Pendant que je faisais des courses, quelque chose s'est passé.