Carbon Dioxide is an example of a compound that is bonded together covalently. An ion is an atom in which the total number of electrons do not match the total number of protons. A compound is a group of atoms bonded together.
NH2 does not exist on its own, it is a covalently bonded group of atoms. NH3 is a covalent compound. It can -NH2 can exist as an amino group in a number of covalent compounds or as the amide ion (NH2-) which is coupled with a positive ion such as Na+
A phosphorus atom surrounded by and chemically bonded to each of four oxygen atoms is commonly called a "phosphate ion" if it is a triply charged anion or a "phosphate group" if present in a covalently bonded compound.
If the group of atoms are all the same, it is called a molecule. If the group of atoms are different, it is called a compound, assuming they are bonded in some way. Otherwise, it is just called a group of atoms.