Phrase - a small group of words without a finite verb that together have a particular meaning and that typically form part of a sentence. ‘the green car’ and ‘on Friday morning’ are phrases.
Statement - something that you say or write that gives information or an opinion.
Sentence - a set of words expressing a statement, a question or an order, usually containing a subject and a verb. In written English sentences begin with a capital letter and end with a full stop/period (.), a question mark (?) or an exclamation mark/exclamation point (!).