Covering facial hair areas with makeup

So getting a close shave is no problem for me, but my skin is a little too sensitive to shave more often than every other day, and I want a good way to cover that very slight bit that’s grown after 24 hours. I also know tragically little about makeup, to be perfectly honest I don’t even really know what the difference between concealer, foundation, and primer is. What should I be using to cover the areas where hair grows? And do I need to set it with any kind of powder afterwards?