When atoms of non-metals join by covalent bonds, they form molecules. A molecule is a small group of atoms held together by covalent bonds. The number of atoms in a molecule is fixed.
A molecule can be an element or a compound. Hydrogen, H2, and oxygen, O2, are molecules of elements because they contain only one type of atom. Water, H2O, carbon dioxide, CO2, methane, CH4, and hydrogen chloride, HCl, are molecules of compounds because they contain different types of atom.
The formula of a molecule shows how many atoms of each element it contains. A molecule of carbon dioxide has one carbon atom and two oxygen atoms. This is different from an ionic compound, where a lattice of ions has no single molecule.