An internship is a work experience in which you gain skills in a certain profession that will help you work toward your career goals. The primary purpose is to get practical experience in a certain career field.
A volunteer position, on the other hand, is a work experience that also helps develop career skills but is primarily focused on service. The primary purpose is helping the organization you are volunteering with.
Job shadowing is a work experience in which you follow a competent employee through the day-to-day functions of his/her job. The primary purpose is to learn more about a specific job.