Expressive language is the ability to use vocabulary and to put words together into sentences to express yourself. It covers vocabulary, use of grammar and reasons for communication (asking for things, making comments, getting attention…)
Receptive language (or comprehension) is about understanding what is said to you. In typical development, understanding always develops ahead of expressive language. For example, a child who understands 3 key words in a sentence may only speak in single words.