What is the difference between sexual intercourse and fornication/adultery?

Al-wat’ (sexual intercourse) is the insertion of the glans penis, or its equivalent, into any orifice. As for zina (fornication/adultery), it is the insertion of the glans penis, or its equivalent, into a human orifice without marriage, or rightful possession (milk yamin), or شبهة (shubha - misconception/doubt that makes the act permissible).

Thus, al-wat’ is more general than zina, as it includes sexual intercourse through marriage, rightful possession, and shubha, in addition to sodomy and bestiality.