Rules and Scenes are two common Z-Wave terms.
A "Scene" is a series of actions that are programmed to happen all at once. Say at a certain time of night you want the lights to dim and the temperature to drop in a certain room of your house. When all these actions (lights turning off, thermostat dialing down) occur simultaneously, it is referred to as a scene. Scenes are usually programmed with user-given titles like "Morning", "Bedtime", or "Out of the House" to help differentiate between multiple scenes and what home automation devices they are programmed to alter. There are two ways to execute a scene: the user can manually select it using a phone with Total Connect compatibility or by choosing it on the control panel directly.
Rules are programmed conditions where the security system automatically executes a scene. For instance, should a user arm the security system and leave the house, a rule could trigger a certain scene to take affect.
In conclusion, a scene is manually triggered by a user. A rule is a scene automatically triggered by the security system.