These terms describe certain types of megaliths, as described in
http://www.themystica.com/mystica/articles/m/megaliths.html :
Megaliths are large stone structures or groups of standing stones which are located at sites in various parts of the would and believed to have religious significance. The term "megalith" means "great stone" which is derived from the Greek words "megas" ('great') and "lithos" ('stone'). However, the general meaning of megaliths includes any structure composed of large stones which includes tombs and circular standing structures. Such structures have been found in Europe, Asia, Africa, Australia, and North and South America.
Their origins and purposes have tantalized experts and ordinary people for centuries. There is a general consensus that many were built in the Neolithic and early Bronze Ages.
Megaliths are classed in two general categories: "dolmens" and "menhirs." Dolmens, also called "chamber tombs," usually contain one or more chambers or rooms in which the dead were buried. Some dolmens also contain long, stone chambers or halls which connect different rooms. These long chambers also are referred to as "Long tombs" and "passage-graves."
Menhirs are large standing stones, or groups of standing stones, arranged in circles, or cromlechs, and henges. A bank or ditch that surrounds the circular henges which distinguishes them. There is always one or more entrance to them.