In hydrodistillation, a liquid is heated until it is boiling. The vapour generated will be condensed and collected in a separate flask. The collected condensed vapour in a separate flask, allows you to separate out the individual components of a mixture by distillation.
In heat reflux, the liquid is boiled, but the vapour is allowed to condense and flow back into the original flask. Allowing the condensed vapour to flow back into the original reaction flask, allows you to dissolve hard compounds by reflux. This continual recycling of the solvent, helps drive the reaction to completion.