The sump is the main container that houses your return pump(S), heater(s), Skimmer and any other equipment you don't want in your display. A fuge is or can be part of a sump or a stand alone tank. The purpose of a fuge is for nutrient export, in other words the Macro algae (plants) that you put in your fuge take up the nitrates and other nutrients in the water column and use them as food. Basically they help clean the water of unwanted "stuff". The fuge also serves as addittional water volume and a place for different pods
and critters to mulitiply. The link that Josh gave you is where I learned all about fuges from! Great information!