A colloid is a mixture in which one substance(such as salad oil), is mixed as fine drops or bubbles in another substance (such as water). A liquid/liquid colloid such as oil in water, is called emulsion. 

A gel is a liquid in a solid

An aerosol is a liquid or solid in a gas

A foam is a gas in a liquid.

You need to remember which is the continuous and which is the disperse phase. The disperse phase is spread throughout the continuous phase. So in a foam, the disperse phase is the gas and the continuous phase is the liquid.