Pigment is the part that actually gives the paint color, usually offered in powder form. You can mix pigment powder with a binder such as oil or acrylic. Pigment powder is not only used for painting or stamping, but also for example for coloring gypsum or some types of clay. You can also use it to make your own colored chalks. Vaessen Creative offers pigment from the Ranger, Prima Marketing and Powertex brands, among others.
Dyes and pigment powders are used to give color to paint, fabric, plastics, and other materials. As opposed to pigments, dyes will actually fix itself to fabric. To color something with pigments, you need a binding agent. Pigment powder is made from small insolvable, strongly colored granules.
Mica powder is generally used for cosmetic products such as soap or make-up. The powders give items a mother-of-pearl shine. You can mix mica powders with each other.