I wonder what atoms are and what molecules of two element/compounds are?

If you take an element and cut it into the smallest piece that is still that element, you have an atom of that element.

All atoms are made of protons, neutrons and electrons, but those can be rearranged to make atoms of any element, so a neutron on its own isn't a distinct element.

When atoms join together, with atoms of the same element or different elements, they make a molecule.

This page has lots more:

http://education.jlab.org/qa/atom_idx.html