In my experience,
讲义 (definition: "指教师为讲课而编写的教材") is especially suitable for the material the teacher wrote, edited or organized by himself/herself, such as his/her notes, Powerpoint and so on.
材料 "material" is more general. It can include others' papers, multimedia or physical material. Basically anything the teacher distributes can be regarded as 材料.
教材 usually refers to textbooks.