Silver Sword
This is the sword obtained from your uncle at the beginning, when you go in the castle.

Master Sword
This is the sword you get when you collect the three pendants. Once you have them, go to the top of the Lost Woods. Press A + L after getting the Master Sword, then go back to the castle and show it to Zelda.

Tempered Sword
You get this sword after obtaining the golden glove in level 4. Then, save the Smith brother by the Library in the Dark World. Warp into the Light World, go to the Smith house, and they will temper your sword.

Golden Sword
This is the ultimate sword. You have to complete every level, except for level 7, in the Dark World. Then, go to your house in the Dark World and they should sell you a big bomb for 100 rupees. Take the bomb to the golden pyramid and blow up the large brown square with the big crack.