First and foremost, and I realize that it was not one of the terms from your question, you must understand metadata. Succinctly, and stolen from Wikipedia, metadata is data about data. That is to say that metadata contains information about a piece of data. For example, if I own a car then I have a set of information about the car but which is not part of the car itself. Information such as the registration number, make, model, year of manufacture, insurance information, and so on. All of that information is collectively referred to as the metadata. In Linux and UNIX file systems metadata exists at multiple levels of organization as you will see.
The superblock is essentially file system metadata and defines the file system type, size, status, and information about other metadata structures (metadata of metadata). The superblock is very critical to the file system and therefore is stored in multiple redundant copies for each file system.
An inode exists in, or on, a file system and represents metadata about a file. For clarity, all objects in a Linux or UNIX system are files; actual files, directories, devices, and so on. Please note that, among the metadata contained in an inode, there is no file name as humans think of it, this will be important later. An inode contains essentially information about ownership (user, group), access mode (read, write, execute permissions) and file type.
A dentry is the glue that holds inodes and files together by relating inode numbers to file names. Dentries also play a role in directory caching which, ideally, keeps the most frequently used files on-hand for faster access. File system traversal is another aspect of the dentry as it maintains a relationship between directories and their files.
A file, in addition to being what humans typically think of when presented with the word, is really just a block of logically related arbitrary data. Comparatively very dull considering all of the work done (above) to keep track of them.
I fully realize that a few sentences do not provide a full explanation of any of these concepts so please feel free to ask for additional details when and where necessary.