The differences are in the psychological approaches to therapy. Guidance is a part of Counseling moreso in some approaches than others. But guidance is also a major facet of Coaching – a different specialty. Some approaches to Counseling include Cognitive Behavioral Therapy, Object Relations Therapy, Family Systems, Humanistic/Existential, and Gestalt for just some of the possible approaches.
On the other hand, people throw the word “psychotherapy” around to mean Therapy or Counseling in general, but it’s not. Psychotherapy is a very specific approach to therapy. It is usually long-term, longer than the other brief therapies. It examines a person’s comprehensive life from birth (sometimes pre- birth if the information is available). It’s often referred to as Freudian Therapy. It tries to identify the developmentally age of trauma and resolve the conflict in someone’s mind between what is referred to as the “ID”, the “Ego” and the “Superego” and get them in balance.
A lot more can be said here about specific degrees/credentials that therapists vs coaches may have and ones Psycho-Therapists vs Counselors may have. But hopefully this sufficiently answers your question.