Both the scroll saw and coping saw are used to make intricate and delicate curved cuts in wood and other material. However, that is where the similarities stop.
A scroll saw is a power tool that will give you a lot of flexibility to the type of cut you are making. It is also very accurate and precise, but more expensive.
Fret saws are hand saws, and significantly cheaper. But, they are harder to use and not as accurate.
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Related Table Saw Videos and Tutorials:
Jigsaw vs Scroll Saw: https://youtu.be/RRD9wcnx4PI
How to Use a Scroll Saw: https://youtu.be/mbYnGk1iayc
Hand Saw vs Table Saw: https://youtu.be/zKpizzRFtqc