Baking soda is the same thing as bicarbonate sodium. Usually you will find it used in recipes with acidic ingredients (buttermilk, lemon juice, etc.)
Baking powder is a mixture of baking soda plus cream of tarter and possibly other ingrediants. Usually baking powder is used in scones, American biscuits, cakes, etc.
You can make your own baking powder in a pinch by mixing 2 parts cream of tarter to one part baking soda.