Well chores are usually things you have to do around the house - like cleaning, washing the dishes, laundry or others.
Errands are things you need to do usually outside the house - like you need to buy shopping, go to the hairdresser, go to the beauty salon or something like that.
Favor is something you would do for someone else. Like when someone asks: Would you do me a favour? - it means that you would do something for them, not necessarily getting anything in return.
If you need more help with English don't hesitate to contact me :)