An algorithm is a representation of the process involved in a computation.
If you wanted to add two numbers then the algorithm might go:
Get first number;
Get second number;
Add first number to second number;
Return result.
At its simplest, an algorithm is just a structured list of things to do - its use in computing is that it allows people to see the intent behind the code and makes logical (as opposed to syntactical) errors easier to spot.
e.g. if step three above said multiply instead of add then someone would be able to point out the error in the logic without having to debug code.
A data structure is a representation of how a system's data should be referenced. It might match a table structure exactly or may be de-normalised to make data access easier. At its simplest it should show how the entities in a system are related.
It is too large a topic to go into in detail but there are plenty of resources on the web.