A hammer-on technique is evident in the style of every rock guitar legend. To accomplish a hammer-on, place your index finger on a fret as an anchor note. Play that anchor note, and then take your third or second finger and place it on a note on the same string but one or two frets up from the note you just played. The act of hammering down on that second note is the hammer-on technique. It takes finger strength and coordination to accomplish a hammer-on. Do not get frustrated if it takes time to develop a clean hammer-on technique.
The pull-off technique can be done in conjunction with a hammer-on or on its own. To do a pull-off in conjunction with a hammer-on, simply execute a hammer-on and keep both fingers in position. Now play the hammer-on note and, as you play the note, pull your finger away. This will cause the higher hammer-on note to take on the sound of the lower anchor note. This act of pulling a note away after playing it is called the pull-off.
To do a pull-off without a hammer-on, simply place your first finger on any fret, and play that note. After you have struck the note, pull your finger off the fret---the sound will take on the sound of the open string. Try a series of open-string pull-offs; go for a clean sound.
Bending a note is a way to accomplish a smooth transition from one note to another without moving your finger to the second note. As an exercise to compare bending to a hammer-on, place your index finger in the 12th fret of the second string and hammer-on to the 14th fret. This is easier to do in the higher frets. As a comparison, put your index finger on the second string in the 12th fret and slowly bend the string up until it makes the same note as you made when you did the hammer-on to the 14th fret. The act of going from the 12th fret note to the 14th fret note without using the hammer-on is called bending.
Place your index finger on the second string in the 12th fret and bend the note up and down repeatedly. This is what is known as vibrato. You can do this by bending the note up and down on the string. A more common way of creating vibrato is to use the vibrato bar on the guitar. Not every guitar has a vibrato bar, however; if your guitar has one, take the time to learn how to use it to create new sounds on your guitar.