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From ARRSEpedia

A bomb is usually a casing of some sort, filled with explosive. The difference between a bomb and a shell is a bit vague, but a shell is usually fired from something like a gun, and is thus a projectile, where a bomb is dropped or placed. Of course, mortar bombs don't follow this plan, but it's a rule of thumb that generally works.

Bombs come in various sorts, including 'dumb' (with no guidance), laser guided (LGB) or 'smart', nuclear, armour piercing etc. When a daddy bomb and a mummy bomb cuddle in a special way, you get little Bomblets which live in a cluster bomb or shell.