A special move is one in which the user does not necessarily have to make contact with its opponent in order to deal damage. - Bulbapedia
A physical move is one in which the user uses its physical strength or solid projectiles in order to damage its foes. - Bulbapedia
A special move is a move like Flamethrower, where the user does not make contact with the target. A physical move is a move like Hammer Arm, where the user does make contact with the target.
Also, a move that is the same type as the pokemon using it is called a S.T.A.B. (Same Type Attack Bonus) move.