A constant maturity swap (CMS) rate for a given tenor is referenced as a point on the Swap curve. A swap curve itself is a term structure wherein every point on the curve is the effective par swap rate for that tenor. This is analogous to a 3m LIBOR curve represents 3m forward rates for a given tenor.
A swap rate can be considered as a weighted-average of forward rates.
e.g. a two year par swap rate would be the fixed rate that makes a swap on (assume) LIBOR have NPV zero at inception.
Usually, a LIBOR curve (or more generically a forward curve) would be bootstrapped using swap rates in the market (usually from 2y on-wards).
For almost all derivatives you mentioned (best of my knowledge) you can liken them to their LIBOR counterpart where the reference curve is the par swap curve (effective swap rates per tenor) in lieu of the 3m LIBOR curve. e.g. a CMS swap's floating leg will (on fixing day) not refer the 3m LIBOR but the swap rate for the tenor instead.
Moreover, one could also have the other leg floating and refer to LIBOR underlying curve. E.g. a 6m LIBOR v/s 2Y CMS swap will have one leg will pay 6m LIBOR for any fixing date v/s the other leg which will pay par 2Y swap rate for the fixing date.
Wikipedia has an example mentioned as well.