Methane is a hydrocarbon or an alkane. It is made up of two different elements : carbon and hydrogen. It has one carbon atom and four hydrogen atoms. Methane is CH₄.
Argon, Ar is an element. It is also known as an inert gas. Element is a fundamental chemical unit and it cannot be further broken down.
A molecule on the other such as methane is made up carbon and hydrogen. Methane can be further broken down into its elemental form.