Atoms are the basic building blocks of all matter. Substances that compromise of only one kind of atom, are called an element. Each element on the periodic table is composed of a specific atom.

Molecules, are anything with two or more atoms. For example, O2 and CO2 are all molecules. They can be made of the same type of atom or different types.

Compounds on the other hand, are specifically made up of 2 or more different types of atoms. For example CO2 or H2O are compounds.

Think of molecules as a category and Compounds as a sub category.   

Ionic bonding

Firstly, Ions are charged atoms. When an atom gains an electron, it is said to be negatively charged ion, while an atom which looses an electron is said to be a positively charged ion.

Ionic bonding is the attraction of positive and negative ions. When these ions meet they form an ionic bond, however these bonds are weak and easily broken.

Hydrogen bonding

Individual water molecules are held together by hydrogen bonds. Hydrogen bonds are weak bonds between the slightly positive hydrogen atom of one polar molecule and the slightly negative region of another polar molecule.