Unit tests are normally for testing an individual class. Generally people do not allow database access in unit tests, but some people (like me) allow file access or other cross-class testing occasionally. These tests should be fast.
Feature tests are for testing how multiple parts of your application work together. This is where I put tests that involve database access, for example. These tests tend to be a bit slower. You can also include HTTP-based testing in here (which tends to be slower again).
Dusk is for testing in a real browser. This is particularly useful when your page relies on javascript, but it can also be used fine on pages without javscript. These are great tests for checking that your application works correctly, from the user's point of view. However, they are very slow compared to other tests.
In general, you want a mixture of different test types, with larger numbers of fast tests and smaller numbers of slow tests. You should normally have a lot more unit tests than browser tests, for example.
I add another test suite, called "External". I use this for tests that rely on external services, such as testing my usage of the Stripe API, or testing emails by retrieving them from MailTrap. These tests are slow and rarely change.