How does a molecule relate to the substance that it is part of

All molecules of a pure substance are identical and represent typical properties of that substance i.e. the prop. of molecules are the prop. of that substance.
In case substance is a mixture like air then its properties are average of prop. of constituent molecules

every substance is made out of molecules or atoms

water is made of water molecules, air is made of oxygen, nitrogen, etc.
metals are made of metallic atoms that are staying in a structure.