To my limited knowledge - you must train differently depending on what you want to achieve. E.g. to lose weight one should do small weight lifting with lots of repetitions (also - according to my limited knowledge). What are the traits of other workout types (gain muscle strength, improve stamina, etc.). And what are the types of workouts in general?
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If you interpret "lose weight" as "lose fat" then there's no reason you can't do all three things at once. I don't agree that there are "types" of workouts, just different goals. Someone that just wants to lose fat might just run on a treadmill, but that doesn't mean that lifting weights wouldn't be equally (or even more) effective at that goal.