Not sure what you mean, but in some instances, the terms may be confusing. For example, in your image it appears to relate to aviation.
For simplicity in using a GPS for bushwalking/walking:
Track = your current path. In your image, it will be the path that your GPS has recorded after you left the point KABC.
Course (Route) = the proposed track you are following - made by connecting two or more waypoints. On some GPS units, Course direction will mean the direction back to the proposed Route or track you are following.
Heading = the direction your GPS is pointing. In aviation, such as shown in your image, the heading is the direction the nose of the aircraft is pointing at. In crosswinds for example, the aircraft may point at a different heading direction compared to the direction it is flying.
Bearing = the direction to your next marked waypoint.
Now, in your image example, the Course is the intended path, or the Route. If there was no wind issue, the Course, Track, Heading and Bearing should all equal each other.
With wind affecting the aircraft, the Track shows the flight path of the aircraft having left point KABC, south of its intended Course. The Heading shows the direction the aircraft is pointing at, and the Bearing shows the direction the aircraft is flying to get back on course to its intended waypoint KXYZ. So the pilot of the aircraft would note that the destination to KXYZ is 20° to the right (starboard).
Here are some examples, from two of my GPS units.
First from a Non-mapping Garmin Foretrex. The Heading 281° is where my Foretrex unit is pointing as I hold it level. The Bearing 092° is the direction I need to head to arrive at my saved waypoint.

- Garmin Foretrex Bearing Heading.jpg (54.96 KiB) Viewed 4038 times
Next is the same from my Garmin Oregon. A more complex mapping unit, the Oregon display can be changed to show different dashboards. In my case I have set the compass page to display Heading in degrees.

- Garmin Oregon Bearing Heading.jpg (36.99 KiB) Viewed 4038 times
So in this example, the Oregon unit is pointed towards 269° Heading. The Bearing of 79° is the direction towards my waypoint. The Course is the same, as I only have a single waypoint marked. If I had created a Route, the Course would show the direction to back to the Route I created, if I had deviated from the Route.
In addition, note there is a slight fragmented line in the main purple arrow. If I deviated from the Course (Route), the middle segment of the pointer line would move to in the direction I went off-course. In this case, the Bearing pointer would still point to the destination waypoint, but the Course pointer would point back to the Course/Route that I deviated from.
If you don't have a forward waypoint set as your intended Route on your GPS, you will not see any directions displayed under Bearing or Course. If your GPS has an internal electronic compass (as my Oregon does), you will still see the Heading direction when stationary.