Constraints are a subset of controllers. Only those controllers that need reference another object are called constraints. Some examples of constraints are: position constraint, orientation constraint, link constraint, path constraint. Controllers that are not constraints don't need an object for reference. Some examples of controllers that aren't constraints are keyframe controller, expression controller, noise, and waveforms.
In the 3ds Max UI, the controller, including the constraints, are generally accessed from the Motion Panel. The constraint controllers can also be accessed through the menu: Animation->Constraints.