Switch: A control device to control flow of electrons by opening and closing. For example: if you want the light in the room to turn off, you turn the light off (open the switch) and the light turns off. You want to turn it on, you turn the switch on (close the switch the light turns on. The switches could be single or multiple poles and multiple throws.
Relay: Relay is kind of a switch which is controlled electronically. So if you have light which you want to turn on and off through motion sensors, you would have to control the light through a relay. It would be if the motion is sensed the control power (usually but not always lower than the load power) will send a signal to the relay which will close the switch to turn the light on. You’d have to design a circuit with a timer or some other mechanism to keep the light on by a steady signal to relay until no motion is sensed for a while and the control voltage will no longer send signal to relay and the light will turn off.