The three are constantly compared as though interchangeable. They serve different functions, and confusing them leads authors to chase the wrong indexing.
Scopus
Elsevier's citation and abstract database. Broad multidisciplinary coverage across sciences, social sciences, arts and humanities, with strong international and non-English representation.
Provides CiteScore, SJR and SNIP. In many countries — India included — Scopus indexing is what institutional and funding assessments actually count.
Web of Science
Clarivate's citation index, and the older of the two. Its Core Collection is more selective, and it is the source of the Journal Impact Factor through Journal Citation Reports.
Note that Web of Science contains several collections. A journal in the Emerging Sources Citation Index is in Web of Science but has no Impact Factor, which is a distinction assessment panels do make.
PubMed
Free, maintained by the US National Library of Medicine, covering biomedicine and life sciences. It is a subject database, not a citation index — it provides no journal metrics and confers no prestige.
For searching in health fields it is the most important of the three, because of MeSH indexing. See how to search PubMed effectively.
Which should you publish in?
Check what your institution, funder or national assessment body actually counts, because that varies by country. In much of South Asia, Scopus and UGC-CARE listing carry the most weight; in parts of Europe, Web of Science Core Collection does.
Verify the claim at the index's own site, never the journal's. See publishing in a Scopus-indexed journal for the practical route.
Which should you search?
For a systematic review, all three where relevant, plus field-specific databases. Coverage overlaps but is far from complete in any one of them — searching a single database is a recognised methodological weakness.