Shot: A shot is a continuous piece of filming without interruption. From the time the camera is turned on and starts filming, to the time it is turned off.
Eg. While filming a conversation between people, a shot would be used of the person whom is speaking at the time, and changed to the next person when it is their turn to speak.

Edit: And edit is a break in the film where one shot finishes and the next one begins.

Scene: A scene is a collection of shots arranged through editing in a specific order.
Eg. There may be someone trying to escape some sort of trap created by villains whom while this is going on are planning further traps, swapping from the escaper to the planning villains.

Frame: The frame is literally the boarder or edge of the screen in the cinema. The physical boundary that contains what the audience sees.
Eg. Aliens may be landing on the Opera House but the frame might only include image of an office in which world leaders are sitting arguing over what to do.

Framing: Framing is the art of deciding what images the audience sees within the frame of the cinema screen and how these images are arranges within each shot.
Eg. A classic horror film technique is to frame the monster outside of the shot so the audience cannot see it. He shot shows the helpless scrambling people without showing the monster itself.

Degesis: The digesis of a film is everything contained within the world of that film. Therefore a diegetic element is an element within the world of the film, while a non diegetic element is any element outside of the world of the film.