I’m going to offer a serious and detailed response in case you really need to know—as in, you’re an athlete and your coach hasn’t given you much info. All gear in track and field has to do at least one of three things: 1) maximize performance, 2) protect against injury, and 3) provide comfort. Most do all three.
In general, racing shorts (the short-shorts which are loose-fitting and often worn for a variety of track events) have internal liners so underwear is technically not needed. This is true certainly for men, and I think for women. Many athletes however wear compression (lycra-type) underwear beneath these shorts for better support. In certain events, male and female athletes instead tend to wear tight-fitting lycra shorts.
These are the most common-place to sprints, hurdles, pole vault, and jumps but may be worn for distance events and throws, too. These are a lot like the aforementioned compression underpants but with the difference, they are not see-thru, of a thicker, more durable, material and intended to be worn as primary shorts.
I always encouraged male athletes to wear some sort of underwear if they felt it was helpful in keeping stuff from bouncing around too much. That may sound silly, but torsion while rare is a concern. For some, the liner in the loose shorts is fine, others want more support. With tight shorts, you normally wear light-weight underwear (briefs) as these shorts (for men) are not designed to also function as underpants.
If you’re running distance, you want to avoid chafing while if you’re doing pole vault you probably want things to stay in place as a greater concern. In cold weather, you need to wear whatever layers will keep you warm while not leading to overheating or great discomfort.
Mike Walker, Accredited coach, hs, and college level. Covered track as a journalist also.