All three of these games are space strategy/management simulations.
Supremacy is the first I have ever played, on my Commodore - 64. That, and the Elite had taken away from me one winter and summer, respectively.
In Supremacy, you start as a leader of a single colony in a system with number of un-terraformed planets, and your enemies colony. There is no research, but you have to gather resources from your planets, and train and equip your troops. Resources are important for more difficult levels of the game, but in basic, you only really need cash, power fuel, and food for your citizens.
Master of Orion is much more complexe than this. It starts you as one of the different races, in a race to rule the Galaxy. The name reflects the supertech you get if you win in combat over the Orion guardian. (A super powerfull battleship).
Master of Orion II is pretty much the same, except with (I think, at least) less technologies to research, a bit different combat setting (you don't stack ships on eachother, instead you have them spread out over the battlespace.. can look impressive) some new races, and a superenemy, which raids entire galaxy, and who, if you destroy, you automatically win the game.