Every entity type have some attributes.
Attribute set is used to classify attributes. For example, when you create a new product, you can choose using which attribute set. Theoretically, every entity type can have multiple attribute sets, but, generally, only catalog_product has multiple attribute sets.
Attribute group is used to group attributes on an edit page under an accordian to make attributes easier to fnd.
catalog_category has six groups.
So we can see six sections.
eav_entity_attribute stores the relationship between attribute and attribute group.