You seem to have the definition differences available. But I assume you still do not understand the differences. Here is a very simplified example of two entities and the relationship that may exist between them:
A Bank and a Person are each an entity. The relationship that exists between a Bank and a Person is that a Person is a Customer to a Bank. Therefore Customer is the relationship. An attribute for a Person for example would be Date_of_Birth. An attribute for a Bank would be Bank_Name . An attribute for a Customer would be Customer_Bank_Acc_Number.
Update:
For those that like to pick at details here is a better relationship example:
A Person can have a relationship with a Bank of either being a Debtor or Creditor.
Update
There is also what is called an Associative Entity. Click the link for details on how that is different to an Associative Relationship.
I hope this makes sense. Cheers