The basic word is "crying." They describe different ways of crying.
"Weeping" emphasizes tears. Tears are drops, almost like water, from the corners of the eyes. "Weeping" is not a sound; a person can weep silently.
"Sobbing" emphasizes the sound made by the chest. The chest heaves. There's a repeated, low-pitched grunting or groaning. There is a gasping sound. Oddly, it sounds a little bit like a belly-laugh.
"Wailing" emphasizes high-pitched sounds from the throat, almost like screaming.