A molecule of water is the smallest piece of water. You can break it up into smaller pieces, but the pieces won't be water anymore. A molecule is much too small to see. Molecules are made up of even smaller pieces, called atoms. Most molecules are made up of two or three or many different kinds of atoms.
Water is made up of hydrogen and oxygen atoms.
Oil and gas are molecules. They are made up of atoms of carbon and hydrogen, so they are called hydrocarbons. Don't get mixed up, our English language can confuse us. Cooking oils are quite different from the oils that come out of an oil well. They are made by plants and animals, and you can eat them.