Sleet is already frozen (ice pellets) or sometimes partially frozen as it falls. If the ground is cold enough, and it's falling fast enough, it can accumulate. Freezing rain falls as rain but freezes on contact with the cold ground, thus creating often extremely dangerous streets coating in a sheet of ice.
So to go a little further, all three forms of precipitation start with snow falling from high altitudes. With sleet, it passes through a warm layer, melts, and then refreezes in a cold layer nearer the ground. Freezing rain doesn't refreeze close to the ground, but freezes on contact. Snow reaching the ground simply never encounters a stretch of air warm enough to melt it as it falls.