A glossary is a collection of subject-specific terms, that may or may not have explanations. They may contain existing and/or newly created terms.
A dictionary is a collection of the lexical items in a language, with information about meanings, usage, and articulation.
A corpus is a collection of language as it is / has been used.
Lexicon is used in different contexts to mean different things. Here it is used to mean the complete set of meaningful units in a language.
A person’s vocabulary are the specific lexical items that an individual person uses and understands.