A
pronoun is a word that substitutes for a noun or a noun phrase.
Verbs refer to an action or a state.
An
adjective modifies a noun. It describes the quality, state or action that a noun refers to.
An
adverb is a part of speech that normally serves to modify verbs, adjectives, other adverbs, clauses, and sentences. See:
http://en.wikipedia.org/wiki/Adverb
A
conjunction is a part of speech that connects two words, phrases, or clauses together. See:
http://en.wikipedia.org/wiki/Grammatical_conjunction