Both terms describe changes in atmospheric conditions, but on different timescales. Weather describes short-term variation (i.e. daily and hourly) whereas climate refers to long-term trends of change happening over hundreds and thousands of years. Typical characteristics of weather and climate that can be measured are temperature, humidity and precipitation.
To better understand the difference of importance between the two concepts, you can imagine a dog on a leash, walking with its owner. The dog runs forwards and backwards in front of the owner, but always follows the general direction in which the owner walks because it's limited by the leash. The dog represents weather, varying lot in a short time-span. And the owner represents climate, determining the general direction of movement.