./gradlew clean
Uses your project's gradle wrapper to execute your project's clean task. Usually, this just means the deletion of the build directory.
./gradlew clean assembleDebug
Again, uses your project's gradle wrapper to execute the clean and assembleDebug tasks, respectively. So, it will clean first, then execute assembleDebug, after any non-up-to-date dependent tasks.
./gradlew clean :assembleDebug
Is essentially the same as #2. The colon represents the task path. Task paths are essential in gradle multi-project's, not so much in this context. It means run the root project's assembleDebug task. Here, the root project is the only project.
Android Studio --> Build --> Clean
Is essentially the same as ./gradlew clean. See here.
For more info, I suggest taking the time to read through the Android docs, especially this one.