Dear Jozielly,
We won’t do syntax until next week, so instead of a definition I’ll give you examples for the time being.
sentence: They have always been the same thing to me, but apparently they are not. (everything between two full stops)
clause: They have always been the same thing to me.
clause: But apparently they are not. (everything that belongs to the same verb)
phrase: the same thing
phrase: to me (everything that stays together when moved or replaced)