These designations are usually found in suburban streets in the States, particularly in new suburban subdivisions.
Lane is basically a smaller side street off another street in the City. It usually accommodates no more than two cars passing each other from opposite direction. Parking is allowed on recessed areas off the lane.
Court is usually designated for a small street in a subdivision with some length ending with a half-circle at the end (it’s not a thorough street)
Circle a type of street that loops around the subdivision, not exactly in a circle but you could get back to the starting point if you keep following it.