Can someone explain to me the differences between atom vs molecule vs compound vs element with examples?

An element is a substance made from only one type of atom (e.g. oxygen is an element made up of only oxygen atoms).

An atom is the simplest form of an element that can exist, such as a lithium atom (Li).

Atoms of different elements can be combined together to create compounds, e.g sodium oxide (Na2O).

A molecule is a combination of 2 or more atoms that form chemical bonds. When these atoms are of the same element, they can be called molecules (e.g. O3 - ozone).

However when a molecule is made up of atoms of different elements, they are classified as compounds (e.g. CO2 - carbon dioxide).
So all compounds are molecules, but not all molecules are compounds.

ATOMS are the smallest substances to have unique properties. Everything, all material matter with mass, in the known universe is made up of one or multiple atoms. Each unique atom, with special properties of its own, is referred to as an ELEMENT.

A COMPOUND is 2 or more bonded atoms, even if the same element is bound to itself. These can be ionic and/or covalent bonds (amongst other types).
An example is NaCl sodium chloride, which has an ionic bond.

A MOLECULE is a substance of 2 or more atoms , however, it contains ONLY COVALENT bonds between its atoms. These can be monoatomic (only one atom) or polyatomic (many different elements.
For example, O2 or the oxygen molecule is monoatomic - 2 oxygen atoms covalently bonded.
CO2 or carbon dioxide contains a carbon double covalently bonded to 2 different oxygen atoms.

Every molecule is a compound, but not every compound is a molecule. In other words, molecule is a special subtype of compound.