a conical is a lead bullet that is bore size. Like a maxiball, or maxihunter, or Great Plains conical. It is a projectile usually lubed, that does not require a a patch or sabot in order to use it.

A powerbelt is a conical but instead of a lube they use a plastic button on the bottom which expands and grips the rifling, then after the conical has left the barrel, separates from the conical and floats harmlessly to the ground.

A sabot is a plastic sleeve. In this plastic sleeve, it allowed the shooter to fire a much smaller bullet/projectile from a larger bore rifle. For instance in a .50 caliber rifle you can shoot a .45 caliber bullet. Now of course we know that without the sabot this bullet would be too loose, but by pushing the bullet into a plastic sleeve and then into the barrel this form fits to the barrel so it can be fired. You mentioned a 250 grain SST. That is a .45 caliber bullet in a .452 sabot. That means that the bullet is .452 in diameter and slides into the sabot which then makes the whole projectile able to shoot from a .50 caliber bore.

Sabots come in different sizes. This allows us to shoot many size different bullets. And there is nothing to be embarrassed about asking such questions. I'd rather have you ask and understand then not to ask and do something dangerous. You ask anything you want...