bug、insect、pest与worm这些名词均含“虫、昆虫”之意。
bug : 指小昆虫，尤指吸血的臭虫，也可指细菌。
We noticed tiny bugs that were all over the walls.
我们注意到墙上爬满了小虫子。
I had a tummy/stomach bug last week.
上周我的肠胃出了点小毛病。
There's a bug going around (= an illness that many people are getting).
有种细菌引起的疾病现正在流行。
insect : 含义广泛，多指蚂蚁、黄蜂、蝉等等。
Ants, beetles, butterflies, and flies are all insects.
蚂蚁、甲虫、蝴蝶和苍蝇都是昆虫。
I've got some sort of insect bite on my leg.
我腿上被小虫咬了一口。
pest : 指有害的昆虫或有害的小动物。
pest control
害虫防治
insect/plant/garden pests
害虫；作物 / 花园害虫
common pests such as rats, mice, or cockroaches
老鼠、蟑螂等常见害虫
worm : 侧重指蚯蚓、蚕、毛虫等小而无骨的虫，还可以指人或动物体内的寄生虫，以及昆虫的幼虫。
The kiwi bird eats worms, other invertebrates, and berries.
奇翼鸟以蠕虫、其他无脊椎动物和浆果为食。
The dog has worms.
这条狗体内有寄生虫。
This apple is full of worms.
这个苹果生满了虫子。