The storage temperature (Tstg) refers to the temperature at which the device can be safely stored when the device is not powered. The ambient temperature refers to the temperature of the surrounding environment (typically air) when the device is powered. The junction temperature refers to the temperature of the silicon die within the package of the device when the device is powered. The junction temperature can also be referred to as the operating temperature.
Refer to the appropriate device data sheets for the specific values and ranges of these different temperature specifications.
More information can be found on the "Thermal Management" section in the Power Management Resource Center and AN 358: Thermal Management for FPGAs (PDF).