Cilia, flagella and pseudopods all share a common purpose in helping individual cells move between places. Cilia and flagella are both permanent structures used to swim through water, while pseudopods are temporary extensions of the cell used reach out to drag the cell along.
Cilia are found in cells with nuclei, usually with several of them in two different types in each cell. Cilia are constructed of special protein structures called microtubules surrounded by the cell's membrane. These microtubules are an element of the cytoskeleton, a group of proteins that give the cell structure. Multiple relatively short cilia line the cells and beat like oars to move the cell along.
Flagella are long whiplike tails, and generally each cell has only one. They are long relative to cilia. They are found in both cells with nuclei and those without, but the two types are different. The cilia of cells with nuclei are, like cilia, composed of microtubules surrounded by the cell membrane. They whip back and forth to push the cells along. Those of cells without nuclei are unique protein structures that actually rotate like a long propeller to push the cells along.
Pseudopods are found only in cells with nuclei. These structures are formed both for locomotion and to catch food.