Take a look at that thread I linked to in the "not enough knowledge about game mechanics" thread on this forum. It explains it much better than I could.
But put simply, a Target Man is (usually) a big striker (think Benteke or Peter Crouch) whose primary role is to win headers and hold up the ball to allow his teammates to get involved in the attack. In terms of goalscoring, his main weapon is heading crosses and set pieces, so the best way to utilize him is with crosses from your wingers (the "float crosses" instruction helps) and getting him involved on corners/free kicks (but don't ask me for advice on that, I suck at designing set pieces and may actually start a thread to collect other people's ideas on them soon). That means he's best suited with your wide midfielders playing as wingers (or your fullbacks getting to the byline) to cross toward him, and he's suited for more direct passing mentalities (particularly counter) rather than possession-based attacks.
The Advanced Forward is a little more sophisticated and kind of combines a few different roles, and its interpretation probably varies from player to player more than any other striker role except complete forward. He can also be a big guy who tries to hold up the ball, but usually he's going to play a role similar to the poacher, trying to break in behind the defense, or run the channels extensively. He does more to combine with teammates than a poacher, but isn't usually as good at holding up play as a Target Man. You can use more of a variety of guys with him, whether it's giving him a deeper-lying strike partner, or having inside forwards or a #10 who combines with him in the final third, or adopting a crossing strategy (although lower crosses help more since he's not the aerial threat a Target Man is).
Like I said, you should go read the thread I linked because it's got a much better explanation of how those roles work in terms of the match engine, but that's a general explanation of what each role does and how you might use them.
