What parts do drills have?

While I am not an expert I'll improve on the worthless answer.

They have a cord if electric or the battery if cordless.

A chuck coming with either a keyed chuck or a Jacobs chuck, the Jacobs you tighten by hand.

A trigger.

Switch to reverse.

Sometimes you have a couple of gear ranges high an low.

Some come with a clutch that you can adjust so as to not torque a screw so much that it goes through your work.

Many come with a bit holder that holds the bits with a clip(s) of steel or a magnet.

Some come with an LED light so you can see what your doing better.

Some come with a side handle

Some have levels so you can see if you are drilling straight.

They generally come in 3/8 inch sizes and 1/2 inch sizes, larger sizes

exist

Bits go into the drill.

You have multiple kinds the two most basic are bits the cut holes and bits that work with fasteners (screws)

The most common fastener screws are in order of popularity in my mind

Philips (#2, #1, #3)

square

Torxs (t-25)

The most common drill bits metals that bore out holes are

HSS (high speed steel)

Titanium coated (Usually gold colored)

Cobalt (two different grades)