physical characteristics, the walls and shapes are different

to make long story short, just as my histology professor said: By their different structure. Learn their structure.

Actually, collenchyma and sclerenchyma are derivated from parenchyma, which their cell wall undergo thickening. Learning the histological structure from your textbook and doing investigation directly under microscope with representative preparation is the best way to differ between them. Just a little clue, collenchyma locates outter than sclerenchyma, both locates in outter circle (cortex)

About phloem and xylem, they locate in inner circle (stele) from a stem, and in leaves, they usually locates in centre part of mesofil. Like above, learn their structure from your Plant Anatomy textbook and microscope preparation. Usually xylem has bigger structure (bigger circles in microscope view) than phloem.

Also Collenchyma walls are uneven.

Sometimes it is tricky to ID cells that look similar especially phloem and xylem in monocots, but if you look at them enough it gets easier once you notice the differences.