What's the difference between it technician depot technician or help desk technician as far as the certification exam is concerned?

The difference has mostly to do with the fact that as a depot technician you would be doing most of your work in one environment, whereas as an IT technician you would be expected to go on site to your clients and fix their computers where they are, so on the IT technician exam expect to find some questions about proper business communication and OS troubleshooting, whereas the Depot technician exam focuses more on hardware.