In Chemistry, Matter can be classified as either a pure substance or a mixture. A pure substance is something that is homogeneous and has constant properties throughout. Under this classification, we have elements (building blocks, those you find in the periodic table; for example, neon, magnesium, etc), and then, you have your compounds which are elements chemically combined (for example, water - `H_2O` ; carbon dioxide, `CO_2` ). Mixtures, on the other hand, is a system made up of two or more different substances - note that they are mixed and not chemically combined.
Hence, compounds cannot be separated into their constituent elements using physical processes. On the other hand, mixtures, like sand and gravel or salt and water, can be separated by simple physical means (sand and gravel via filtration; salt and water via evaporation).
Lastly, molecules are an electrically neutral group of atoms held together by covalent bonds. Basically, molecules are the smallest particles of compounds that still retain the identity and properties of that compound. For example, water or `H_2O` has molecules composed of two atoms of H and an atom of O. Mixtures, being a mixture of substances, can also be made of up molecules and/or atoms, depending on the substances involved.