Are covalent compounds and covalent molecules the same thing?

Not much difference.

A covalent bond is formed between two elements of similar Electronegativity. Practically pure covalent bonds are possible only in homonuclear diatomics (O2, H2, etc.). All other strong bonds are either polar (considerable electronegativity difference) or ionic (very high electronegativity difference) in nature.

A covalent compound is simply one in which all the atoms are linked by covalent bonds. E