Change Management is the process by which changes which need to be made to a production environment are submitted, reviewed and approved to ensure that only tested and approved changes are made to the production environment.
Active Directory (AD) is the system by which Windows networks are configured and administrated. It replaced the old Windows NT Domains from the Windows NT 4.0 years. An administrator creates an Account for each user within AD which then allows the user to log on to all comptuers within the company (that the users account has access to log into).
AD can also be used to control what things users can change on their workstations, as well as what programs can be installed.
Take a look at WhatIs, it has excellent pages on both these topics.