what is the difference among Mistress and Miss and Ms and of course Sir, Mister and Lord?
when to use them? can you tell me examples Ms and Miss are for me the same but Mistress? and when to use Sir, Mister and lord, and of course madam, please help me, I don't understand their differences for me the meaning it's the same in Spanish, for example some peole say yes sir and for females, yes madam, but why not yes miss and yes mister? I hope you understand me

Question

what is the difference among Mistress and Miss and Ms and of course Sir, Mister and Lord?
when to use them? can you tell me examples Ms and Miss are for me the same but Mistress?  and when to use Sir, Mister and lord, and of course madam, please help me, I don't understand their differences for me the meaning it's the same in Spanish, for example some peole say yes sir and for females, yes madam, but why not yes miss and yes mister? I hope you understand me

Answer

"mistress" in modern English means a woman with whom a married man has a long-term affair. It is not a term to use when addressing anyone.

In the UK, there are some men with the title "Lord", which they received through inheritance or political appointment. I have never met one.  How to address a lord is not a common difficulty.

It's a question of social convention and why we use one convention and not the other is not commonly known, and is not something I know.

You are right about addressing people as "sir" as "madam" in formal situations. "Yes, miss" would sound condescending and I recommend not saying it. "Yes, mister" is just not said in polite conversation.

Answer

The mistress is the "ruler" or the "chief" of an house. The Mrs. is a woman married and the Miss is a girl unmarried.
Sir and madam are world for more formal situation. The good behaviour.

Answer

Mr, Mrs, Miss and Ms always go together with a name: e.g. Mr and Ms Smith. 
Mrs is used for married women, Miss is used for unmarried women. Nowadays it is more common to use "Ms" for both. (ask a native speaker for the difference between the pronunciations of "Miss" and "Ms").

Sir and madam are used to address somebody without mentioning their name: e.g. Yes, sir. Thank you, madam.

Lord and Lady refer to noble persons. As Michael said, it is not very common to meet any of them, so it should not be your problem as a learner. 
"Lord" is also often used when praying to God.

Mistress is the original word that got abbreviated to "Mrs". But today it has a different meaning. See Michael's answer.