The altazimuth system is directly linked to your position on the Earth. It is the “left-right/up-down” coordinates system; the azimuth being the “left-right” (with 0° for North, 90° East, etc.), and the altitude is the “up-down” (with 0° being the horizon, 90° being overhead, also called zenith). Of course, a star’s (or planet’s, comet’s, galaxy’s, etc.) position will change during the night and over the year.
The equatorial system is independent of any location on the Earth. It is akin to the longitude and latitude of the Earth, but for the sky. As you can guess from the name, its reference is the celestial equator, which is the projection of Earth’s equator on the celestial sphere. There’s an imaginary point along it, where the Sun crosses it from south to north (near March 20), that’s the reference point, to be more specific; it’s called the vernal point. Like longitude, right ascension is measured (in hours, minutes, and seconds of time) eastward from that point, from 0 h at this point to 12 h opposite it to 24 h back at this point. Like latitude, declination is measured north (+) or south (−) from the equator to the poles (+90° North, −90° South). Celestial bodies virtually keep the same right ascension and declination over a human lifetime, except for planets, asteroids, and comets, which keep moving.
Finally, the ecliptic system is used mostly for bodies of the Solar System. As you can guess by the name, it’s measured along the ecliptic instead of the equator. The ecliptic is the apparent path of the Sun in the sky over the year—it corresponds to the plane of the Earth’s orbit around the Sun. Coordinates in the ecliptic system are ecliptic longitude, measured eastward from the vernal point mentioned in the previous paragraph, from 0° at it to 180° opposite it to 360° back at it; and the ecliptic latitude, measured perpendicularly to the ecliptic, from 0° along it to +90° at the ecliptic north pole and −90° at the ecliptic south pole.
There are indeed formulas for converting from one system to the other. Between the equatorial and ecliptic system, it’s a fixed conversion, but between any of these and the altazimuth system, there’s a time factor, so you need to account for it. And as time zones vary from country to country (and sometimes within the same country!), we don’t rely on them but instead on true local sidereal time, which is basically the right ascension of the point in the sky that is due south (or north, in the southern hemisphere) of your location.
You also mentioned, in the beginning of your question, orbital elements, but these are completely independent of the coordinates system being used, although it is standard to consider them in the ecliptic reference system.