Well the simplest case is snow. Most of the precipitation we receive in Wisconsin in fall through spring and sometimes even summer, originates as snowflakes near the cloud level. If the air below the cloud all the way to the ground is below 32 degrees F or at least most of the layer is below 32 F, the snowflakes will make it all the way to the ground intact. They can even survive all the way to the ground even if the surface temperature is in the upper 30s, as long as that warm air layer is very shallow (just several hundred feet).
Sleet starts as snow near the cloud level and then encounters a substantial layer of air of above freezing temperatures thousands of feet off the ground. This scenario usually develops north of a warm front as warm air flows up over the top of cold air near the ground. In that warm layer, the snowflakes melt into raindrops. Then the raindrops continue their descent and encounter a solid layer of below 32 degree air again in the lowest few thousand feet of the atmosphere. As such they freeze into little ice pellets before reaching the ground.
Freezing rain is similar to sleet in the sense that if often forms north of a warm front. It starts as snow near the cloud, melts into the liquid form in that warm layer a few thousand feet up. In this case the warm layer extends almost all the way to the ground so the rain doesn’t have a chance to freeze into ice pellets in the air. Rather it freezes on contact with the earth’s surface, or on contact with power lines, trees, sidewalks, cars, etc. From a travel or walking standpoint, freezing rain is a more severe situation. I have seen freezing rain when the surface temperatures are as cold as the upper 10s in rare cases. Of course if the freezing rain is heavy enough, producing an ice coating over one-half inch thick on trees and power lines there is the risk of power outages. This is especially true if it is windy out as well.
Well I hope that helps you appreciate the mess of precipitation that is expected across the region Tuesday and Wednesday. Please drive with extra caution as it moves in!