Really eager to know this since this is so confusing. Here we go:
Wholegrains are grains that has its 3 layers: endosperm, bran and germ intact. There are many types of grains and wheat is one of them (see pics and lists of wholegrains here).
Wholemeal and wholewheat are products of wholegrain with all its 3 layers still included. They may be wholegrains milled to a finer form to produce softer food products like bread and biscuits.
Both wholemeal and wholewheat means the same thing But the term 'wholemeal' is usually used in countries like British whereas 'wholewheat' is commonly used in the US and Canada.
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