CONCATENATE AND CONCATENATEX

I'll try my best here. 

For A Table

CONCATENATE allows you to concatenate free text values, or column values (if wrapped in SELECTEDVALUE), or measure.

CONCATENATEX allows you to directly concatenate column values from the same row. 

For a Card

CONCATENATE will concat free text, or total measure values, but not Row Values (see pic)

CONCATENATEX will concat the row values and then delimit all values if a delimiter is specified

SQLBI is always a good place to go to for a little extra info: https://www.sqlbi.com/articles/using-concatenatex-in-measures/

Hope this helps.

CONCATENATEX_Test = 
CONCATENATEX(Table4, Table4[FirstName]&Table4[LastName],", ")

CONCATENATE_Test = 
CONCATENATE(SELECTEDVALUE( Table4[FirstName] ), SELECTEDVALUE( Table4[LastName] ))

Any of the functions that end in X are iterators, they loop over a list of values.  This means that you would pass in a column of values to CONCATENATEX and it would loop through the lists, and combine them togather into a single string.

CONCATENATE on the other hand simply combines 2 fields togather.

Here is some additional references:

CONCATENATE: https://dax.guide/concatenate/

CONCATENATEX: https://dax.guide/concatenatex/