A rover is a planetary surface exploration device designed to move across the solid surface on a planet or other planetary mass celestial bodies. Rovers are typically created to land on another planet via a lander-style spacecraft, tasked to collect information about the terrain, and to take crust samples such as dust, soil, rocks, and even liquids. They are essential tools in space exploration.
A lander is a protective "shell" that houses the rover and protects it, along with the airbags, from the forces of impact. The lander is a strong, lightweight structure that is designed to move the rover safely onto the Martian surface. The process of the rover moving off of the lander is called the egress phase of the mission. The rover must be able to safely drive off of the lander without getting its wheels caught up in the airbag material or without dropping off a sharp incline. To aid in the egress process, the lander petals contain a retraction system that will slowly drag the airbags toward the lander to get them out of the path of the rover.
In summary, a rover is a vehicle that moves around on a planet or astronomical object, while a lander is any spacecraft that can land safely. The lander is designed to move the rover safely onto the planets surface and protect it from the forces of impact.