If possible, please also give examples where the latter is not the former and vice-versa:)
I'm having much trouble distinguishing these ideas. In set theory, you can have multiple sets $A$, $B$ and $C$....which are collections of elements, and you can have relations among them $R_{AB}, R_{BC}, R_{AC}.... $
Let's name the set of above sets a "category set". Now one may take multiple category sets and define relations among them. Let's name the set of these sets a "Functor".
I want to know, how are these ideas different from the corresponding ideas in category theory?
Only certain relations will give a category. At a minimum to be a category you need identity morhisms and to make sure composition of morphisms are defined. This means that only relations that are reflexive and transitive will form a category.