What is a state?
State or more precisely state of matter or thermodynamic state is a concept that is meaningful only when dealing with a thermodynamic system, i.e., a system consisting of many particles (where many usually means something of the order of the Avogadro number).
What is a molecule?
In many cases a molecule acts as a single particle - e.g., a molecule of $H_2$ in hydrogen gas or a molecule of $H_2O$ in water or water vapor or ice. However, a completely opposite situation is possible, where the molecule itself is a huge thermodynamic system with many constituing particles. Indeed, thermodynamic description is routinely applied to metals and semiconductor crystals, which aree ssentially single molecules. As an intermediate case one can think of macromolecules, such as polymers or organic molecules, which have as thermodynamical properties internal to them (e.g., one can use statistical physics to analyze the number of unzipped bonds in a DNA), as well as parts of a solution of many molecules (proteins in a cell), as well as the intermediate behavior, such as protein folding.