The short (somewhat vague) answer: fairly important.
The slightly more detailed answer: Test scores are not the most important factor to any school that we’ve ever heard of. Almost all colleges give the most weight to a student’s GPA, the strength of the school’s curriculum, and the rigor of the student’s course load (if a student has a 4.0, but didn’t take any hard classes, that GPA doesn’t help nearly as much as it does if they’ve taken the hardest courses available to them, even if they got lower grades).
Letters of recommendation (from teachers and school counselors) and essays also tend to be given a good amount of weight in the application process. Test scores can fall above or below letters and essays, varying from school to school (though in general, more schools give considerable importance to test scores than to essays or recommendations).
PSAT, Sat, & ACT
The PSAT/NMSQT (Preliminary SAT/National Merit Scholarship Qualifying Test) is used, as the full name (as opposed to the giant and possibly confusing acronym) makes clear, to qualify for the National Merit Scholarship Program. As such, it’s useful for students to spend some time doing test prep, whether free or paid. Students must score in the top 1% of their state to become National Merit Semifinalists.
The SAT and ACT are fairly similar tests, though some students do perform better with one over the other. The biggest difference is that the ACT offers a “Science” section (though it requires little-to-no actual scientific knowledge, and tends to be more of a scientific critical reading and thinking section—does a student understand the scientific process, and can they read graphs and charts?)
AP Tests
In general, AP test scores won’t make or break whether a student gets into a college. That said, high scores can help, in particular for the most selective colleges, since applicants to such schools tend to have stellar grades, test scores, etc. As a corollary, low AP scores can be a red flag to such schools.
Grades in AP classes themselves, though, can be very important, since, as mentioned above, GPA and course rigor are generally the biggest things schools consider when assessing applicants.
Not every college will allow students to skip pre-requisite courses in college based on AP scores, but some will—a nice bonus, especially when it comes to trying to finish in 4 years and keep debt low.