What is the difference between congestive heart failure and coronary artery disease?

Coronary artery disease is when the blood vessels in the heart muscle become blocked from plaques - which are fatty deposits (such as cholesterol). This causes the normally soft and stretchy arteries to become narrowed and hardened, resulting in a reduced blood flow to the heart muscle (myocardium).

As the myocardium becomes starved for oxygen and nutrients, the heart has to work harder to push the blood through the coronary arteries. This causes an increase of blood pressure. As the heart works harder, but has less blood flow, the muscle itself can become weakened and stretch out (hypertrophy).

Because the blood is not flowing into the heart efficiently, it starts to back up through the rest of the cardiovascular system. If the right side of the heart is affected, the blood backs up into the body and causes swelling, especially in the feet or ankles. If the left side of the heart is affected, it causes more fluid to collect in the lungs, resulting in difficulty breathing. Often, as this gets worse, the fluid collects around the heart itself, resulting in congestive heart failure.

Symptoms of congestive heart failure include:

Picture from http://medical-dictionary.thefreedictionary.com/heart+failure

Here is an excellent resource to help you further:
American Heart Association: Types of Heart Failure