What's the difference between Officers who didn't go to the academy and the ones that did?

I was recently looking at four-star generals and most of them are from West Point Military Academy, or any of the two other ones. Us Naval Academy, Air Force Academy. My question is whats the difference between officers who went and who didn't? Does the military favor those that did go to the academies more? Sorry if i sound "dumb" but i'm just curious as any teen is. Thanks! ^_^