Should not be confused because these are simple operator for combining.

I think this article will provide you sufficient details.

http://www.simple-talk.com/sql/performance/the-except-and-intersect-operators-in-sql-server/

If you have any confusion after reading this article, feel free to ask anything which creates confusion.

As the publisher describes, we use union, intersect and except operator which exactly map to our mathematics' function concept.