Dear Anchal,
These are all the same letters, depending on the stages at which they are being issued. Normally, we have to ask for a reason for the misconduct, and it becomes a SHOW CAUSE NOTICE. Then, based on the reply, he/she has to be given a warning letter banning or prohibiting the person from the so-called misdeed. The third letter can be a termination letter, no doubt. It all depends on the Company's Standing Orders.
Regards,
Viswanathan