Swap Curve vs Yield Curve

I’m having trouble how or why a swap curve would be any different than a regular yield curve? Or is a swap curve simply a subset of a yield curve? If so what other yield curves are there?

Also…how is a swap rate different than a spot rate?

LIBOR curve, Eurodollar curve, OIS curve, BAX curve (Canada)…there’s no shortage of curves. Threy’re all interlinked but will have their own particularities based on the underlying product, who trades the product, for what, in which market, under what regulations