Web controls are used to build the graphical user interface of ASP.NET applications. There are four main types of web controls: intrinsic controls, list controls, rich controls, and validation controls. Intrinsic controls correspond directly to basic HTML elements like text boxes and buttons. List controls handle repetitive elements like drop-down lists and checkboxes. Rich controls provide advanced functionality like calendars. Validation controls validate user input on the client-side before form submission.