Let me briefly illustrate with a picture.
Automobile is a kind of motor vehicle, which has wheels and is powered by itself. Although it often translated by Chinese people as a car, it mainly refers to a passenger car. Automobile is often used in writing, and auto, for short, is often used in oral English. Note that cars in Chinese sometimes refer to motor vehicles and sometimes refer to passenger cars, and when we say China is the world's largest car market, we mean motor vehicle.
Motor Vehicle, also called road vehicle, is a trackless vehicle that is different from a train or tram. It mainly includes passenger cars and commercial vehicles, as well as Motorcycle, engineering vehicles and special vehicles.
Vehicle contains both rail vehicle and trackless vehicle. So the vehicle engineering major in the university requires to subdivide again.
A motor is mainly an engine, but it can also refer to a motor vehicle. In the names of automobile manufacturers, motor is commonly used, such as General Motors, SAIC Motor, and M from BMW.