Can anyone tell me whats the different of all saint church, st Mary church, st Nicholas church and st peters church?

Churches have to have names. Anglican, Catholic, Orthodox, Lutheran churches, and any other high church will be named for a saint, for Christ (Holy Redeemer, Sacred Heart, Holy Child), or a religious term like Holy Faith.
They have to have names. If every church was called First Christian, you'd get confused.

Typically Catholic, Orthodox and Anglican (Episcopalian in the U.S.) churches are named after saints. But certainly churches are not limited to that. For example: I've known Baptist churches named after saints (which was a surprise to me the first time I discovered that).

Note that all of those are - by definition - varieties of Christianity. It seems (based on what you have written) that you do not consider Catholics to be Christians. If that is the case, then probably you want to avoid any church named for a saint.

Since you have internet access, look up the church online. Give name and city. Usually you can discover which sect or denomination the church is.