Proteins are made of amino acids, linked together by peptide bonds into long chains. Though a protein chain may twist and curl back on itself, it does not branch; it's more like a worm than a root. Common proteins in the extracellular matrix are collagen, which makes long tough fibers that resist stretching, and elastin, which makes very stretchy, elastic fibers.
Polysaccharides are made of sugars, like glucose (blood sugar), and fructose (fruit sugar). Polysaccharides can branch like a root, though there are also linear polysaccharides. Many cells have branched polysaccharides on their surfaces, which help other cells recognize them. Important polysaccharides in the extracellular matrix are glycosaminoglycans, linear chains of a class of sugars that have nitrogen in them.
Proteoglycans are proteins with many glycosaminoglycans attached to them, fanning out from the protein chain like the bristles of a pipe cleaner. Proteoglycans can be drawn together into large feather-like proteoglycan aggregates with a central core of hyaluronic acid. These proteoglycan aggregates associate with collagen fibers, cross-linking the collagen into dense three dimensional mats.