Screws come in all shapes and sizes; Hexagon, Square and other headed bolts
Screws are part threaded if full threaded they are correctly called set screws or tap bolts.
Screws cover a massive range of two types of fastener product, the term screw is applied to a parallel thread, fully threaded bolts; in the USA called Tap bolts and in the rest of the world Set Screws. Screw is also applied to Machine screws as they are fully threaded; socket screws (Allen) are normally full thread but are also available part threaded. The major range of screws are taper shank cutting thread screws that include self-tapping screws, wood screws, self-threading screws, self-drilling screws, decking screws and drywall screws.