I am going through an exercise for a project and I am a bit at a lost with all the semantics around the yield curve (swap curve, libor rate, zero-coupon bond yield, T-Bill rate, etc.)

In the project, I am given the swap curve at different dates, and I want to calculate the yield curve from it. I am not sure how to approach this problem. Do I have to do it through some sort of derivative contract?

I'm not asking for a specific answer, just maybe some insight into the difference between those 2 curves.

Thanks