Correlation and dependence are two ways to describe how two things are related to each other. Correlation means that when one thing changes, the other thing changes in a similar way. For example, if the temperature outside gets warmer, people might wear less clothes. So in this case, the temperature and what people wear are related (or correlated) because when one changes, so does the other.
Dependence means that if one thing changes, the other thing absolutely has to change too. For example, if a seed grows, it will always become a plant. So in this case, the seed and the plant are dependent on each other because when one changes, the other one has to as well.