or is there a difference? i heard that unlocked is just being able to use anysim. so whats the difference in capabilities?

jailbreak allows you to put "fake" activation on the phone - get past that slide for emergency and allows you to put unsigned apps on the phone, gain access to the file system.

From there, you can run/install app/scripts to unlock the phone.

Jailbreak occurs at the OS level on the application processor.
Unlock occurs at the baseband level which is on a different processor.

for 3G iphone, the unlock is a piece of software (yellowsn0w) that run in memory at the application level to perform the temporary unlock. Actual/permanent unlock on the baseband never occur.