(Images come to use from Research Gate)
MammothMemory gives us a good explanation for how a frustrum is formed: A frustum is the shape you are left with if you cut the top part (the pointy bit) of a cone or pyramid off parallel to its base.
A pyramidal frustum is a frustum made by chopping the top off a pyramid. It is a special case of a prismatoid.
A conical frustum is a frustum created by slicing the top off a cone (with the cut made parallel to the base).