The only one of these that's exclusive to bishops is the crozier (or, as Wikipedia has it, the crosier). All of the others can be worn by any member of the clergy.
The cope is a long mantle or cloak, open in front and fastened at the breast with a band or clasp – known as a morse.
The cope may be worn by lay ministers in certain circumstances, as well as by any rank of the clergy. If worn by a bishop, it's generally accompanied by a mitre (the type of headgear traditionally worn by a bishop).
An orphrey is a form of embroidery, often highly detailed and often worn on clerical vestments.
So the orphrey and the morse are part of, or accessories to, the cope; and a cope may be worn by any rank of the clergy.
The crozier is a stylised staff that's the symbol of a bishop's office.
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