This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
This is covered in every book on J2EE -- I'd refer you there for details. In short, Servlets (with JSPs) provide the graphical front-end of a Web Application -- what you see in the browser. EJB's run the business logic of your application -- handling things like persistence and transactions. They are really nothing alike.