A thesis is written to satisfy a requirement for a Master's degree. There is almost always something in the database record or the citation that says "thesis." Frequently, the degree will be mentioned as well. The name of an advisor may be included as well as the name of the author.
A dissertation is written to satisfy a requirement for a Doctoral degree. Look for the word "dissertation" or the phrase, "Dissertation Abstracts." Advisors and committee members (people who write dissertations must make an oral presentation to a committee) will be mentioned.
A conference paper is both a written document and an oral presentation by the author or authors at a conference. Conference papers may or may not be published in the form of scholarly journal articles. There is usually mention of "a paper presented at the 2019 Such and Such Conference on Stuff." If published as journal articles, these citations are similar to normal journal citations.
Conference proceedings are collections of conference papers presented at a particular conference. These are published in book form. There is usually something that says "proceedings" or "proceedings of the 2019 Such and Such Conference on Stuff." These citations are similar to normal book or book chapter citations.