I want to make a prefix key. So which command is better for making a prefix key?
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The short answer:
If you wish the prefix to be present in all buffers and all modes, use
global-set-key. If you wish it to be present only in one mode, use
The difference between the two is what keymap they put the binding into: The global one, or the local one. When you type a key sequence, the local map is searched first, then the global one. So a binding in the local map could shadow the global binding. Each major mode typically defines its own local map, which is shared among all buffers using that mode.
There is much more to say about keymaps and keymap searching, but this should be a good start.