From the SolrCloud Documentation
Collection: A single search index.
Shard: A logical section of a single collection (also called
Slice). Sometimes people will talk about “Shard” in a physical sense
(a manifestation of a logical shard)Replica: A physical manifestation of a logical Shard, implemented
as a single Lucene index on a SolrCoreLeader: One Replica of every Shard will be designated as a Leader to
coordinate indexing for that ShardSolrCore: Encapsulates a single physical index. One or more make up
logical shards (or slices) which make up a collection.Node: A single instance of Solr. A single Solr instance can have
multiple SolrCores that can be part of any number of collections.Cluster: All of the nodes you are using to host SolrCores.
So basically a Collection (Logical group) has multiple cores (physical indexes).
Also, check the discussion