Wonton squares, puff pastry and Phyllo have different properties depending on what you want to make.
Wonton squares can be fried or baked.
Filled squares are sealed with an egg wash and then deep fat fried or baked
Phyllo is usually baked but there are other preparations where it is also fried.
Working with Phyllo can be frustrating as it can dry out within minutes and it takes several layers or sheets to create a usable vessel for holding fillings.
Puff pastry is just that.......it puffs and is usually meant for baking.
It comes in sheets or squares that can be molded into shapes. When baked the fat inside the layers starts to steam. This steam causes the layers to "puff" hence the name.
Each one is a different dough.