They are basically the same thing. "Home and Business" is the name of the CD/downloaded version and "Self-Employed" is the name of the Online version.
The CD/downloaded versions (such as "Home and Business") are only on your computer, and the Online versions (such as "Self Employed") are completely cloud-based.
The Online "Self Employed" has some different "work flows" that navigate you a bit differently, but I would always recommend a CD/download version over an Online version.
