Heightmap

First, a "height map", "bump map", or "displacement map" refer to the same thing: a map where brightness corresponds to height above or below the mean surface. Based on the context, a "height map" can also have a more general meaning, referring to any map whose properties are a function of surface contours. In that sense, bump/displacement, normal, and ambient occlusion maps are different kinds of height maps.

Second, the reason why it seems that parameters such as roughness don't visually affect the bump map is because bump maps created by Filter Forge tend to have relatively low contrast.

Below are images of a texture consisting of a uniform surface with scratches. In this texture, the scratches affect the height, but not the diffuse map.

The rendered image:


The normal map:


The bump map:


The bump map above after greatly increasing its contrast:


If you look very carefully, you can just see some of the deeper scratches in the original bump map.

I hope this helps.