Unicast is used when two network nodes need to talk to each other. This is pretty straight forward, so I'm not going to spend much time on it. TCP by definition is a Unicast protocol, except when there is Anycast involved (more on that below).
When you need to have more than two nodes see the traffic, you have options.
If all of the nodes are on the same subnet, then broadcast becomes a viable solution. All nodes on the subnet will see all traffic. There is no TCP-like connection state maintained. Broadcast is a layer 2 feature in the Ethernet protocol, and also a layer 3 feature in IPv4.
Multicast is like a broadcast that can cross subnets, but unlike broadcast does not touch all nodes. Nodes have to subscribe to a multicast group to receive information. Multicast protocols are usually UDP protocols, since by definition no connection-state can be maintained. Nodes transmitting data to a multicast group do not know what nodes are receiving. By default, Internet routers do not pass Multicast traffic. For internal use, though, it is perfectly allowed; thus, "Defined horizon" in the above chart. Multicast is a layer 3 feature of IPv4 & IPv6.
To use anycast you advertise the same network in multiple spots of the Internet, and rely on shortest-path calculations to funnel clients to your multiple locations. As far the network nodes themselves are concerned, they're using a unicast connection to talk to your anycasted nodes.
