Theoritically atomic orbitals and molecular orbitals should be treated distinctly. Although practically perturbation theories dealing molecular orbitals as combinations of atomic orbitals are fruitful.
Covalent bonds are formed/strengthened by filling "bonding" molecular orbitals with electrons, broken/weakened by filling "antibonding" molecular orbitals with electrons.
Sigma molecular orbital has an axial symmetry around two atoms.
Pi molecular orbital has an mirror plane of symmetry which contains two atoms.