There are several. Please look at the help index, under the pre-defined variables heading. Some contain the path of the SFX file, some the support path (temporary folder used by setup engine), and more...
They are the same. The difference would be, for instance, between $EXEDIR$ and $SFXPATH$, one which contains the self extracting installer, and the other the actual setup program. $SFXPATH$ would be empty when running an uncompressed build.