I found this confusing when I use the neural network toolbox in Matlab. It divided the raw data set into three parts

1. training set
2. validation set
3. test set

I notice in many training or learning algorithm, the data is often divided into 2 parts, the training set and the test set.

My questions are:

1. what is the difference between validation set and test set?
2. Is the validation set really specific to neural network? Or it is optional.
3. To go further, is there a difference between validation and testing in context of machine learning?

I found this confusing when I use the neural network toolbox in Matlab. 
It divided the raw data set into three parts:

1. training set
2. validation set
3. test set

I notice in many training or learning algorithm, the data is often divided into 2 parts, the training set and the test set.

My questions are:

1. what is the difference between validation set and test set?
2. Is the validation set really specific to neural network? Or it is optional.
3. To go further, is there a difference between validation and testing in context of machine learning?