Autoclave: A device to expose items to steam at a high pressure in order to decontaminate the materials or render them sterile.
Dry heat: Heat sterilization is the most common method of sterilizing bacteriological media, foods, hospital supplies, and many other substances. Either moist heat (hot water or steam) or dry heat can be employed, depending upon the nature of the substance to be sterilized. Moist heat is also used in pasteurization, which is not considered a true sterilization technique because all microorganisms are not killed; only certain pathogenic organisms and other undesirable bacteria are destroyed.
One uses a device, the other is just a method.