What is the difference among dictionaryencyclopedialexiconthesaurus?

Dictionaries give you information for each word, usually some or all of the few:forms (spellings), pronunciations, functions (parts of speech), etymologies, and syntactical and idiomatic uses. (Certain dictionaries are used for translating words into an other language.)
Lexicons are generally an alphabetically-arranged list of words with their definitions, but the term does not imply that other information about the words is included. Although a lexicon could also be used to mean a dictionary- and is considered a more formal word of one- , lexicons might not contain as much information as a dictionary (e.g. etymologies, functions, etc)
Encyclopedias provide more information than dictionaries and lexicons, covering all branches of knowledge or, sometimes, all aspects of a subject/word.
Thesauruses are probably the easiest to distinguish from the first three, containing the synonyms of a word, sometimes also including relating and contrasting words any antonyms.