"Bombón" I think in English means nicy, is a little bigger than candy but made with chocolate. In many case they can have liqueur in his interior. It is more specific term that discribe a kind of sweet.
"Chocolate" is the material, it can be a bar of chocolate, a candy, nicy, cake etc. It is a general word that discribe things made with chocolate. For example you can say: I will make a cake and I will put chocolate on it.