PLS is just a method to reduce variability and number of factors. But EFA and CFA work with SEM. Instead PLS is rather an alternative technique for non parametric data.
EFA is a technique used to reduce the number of factors. Both CFA and EFA are used in SEM analysis, especially CB-SEM because this method uses common variability to measure the constructs. PLS-SEM treats constructs as composites and thus it calculates an index (puntuation) for their measurement. This is way, EFA is not used in PLS-SEM analysis. Both CFA and CB-SEM are used to validate theories. PLS-SEM is used instead for prediction and, therefore, CFA is not used together with this SEM method.