In SQL, is it composite or compound keys?

Both composite key and compound key describe a candidate key with more than one attribute. According to the Relational Database Dictionary (C.J.Date) they mean the same thing.

In ER modelling the term "compound key" also has a more specific meaning. It means a key whose constituent attributes are references to keys in other entities - i.e. a compound key forms an identifying relationship. For most purposes, this isn't an especially useful or important concept so the terms composite/compound are often treated as interchangeable. It's probably best to stick to "composite key" unless you are referring specifically to the ER modelling concept of a compound key.

I'm still not sure why http://en.wikipedia.org/wiki/Compound_key was not consulted. It very clearly states (and is correct):

In database design, a compound key is a key that consists of 2 or more attributes that uniquely identify an entity occurrence. Each attribute that makes up the compound key is a simple key in its own right.

This is often confused with a composite key whereby even though this is also a key that consists of 2 or more attributes that uniquely identify an entity occurrence, at least one attribute that makes up the composite key is not a simple key in its own right.

A composite key is made up of elements that may or may not be foreign keys. Example: In a table of Transaction details, the key is (TransactionId, ItemNumber). A transaction detail is a subentity of a transaction. TransactionId is a foreign key, referencing the Transactions table. ItemNumber is not a key in and of itself. It only uniquely identifies an item within the context of a single transaction.

A compound key is a key whereby any part of the key is a foreign key. Example: in an a hotel reservation system, a reservation has the compound key, (GuestId, HotelId, ArrivalDate). GuestId identifies a Guest, and references the Guests table. HotelId identifies a Hotel, and references the Hotels table. ArrivalDate identifies a Date. There may or may not be a Dates table that it references, but it identifies an Entity (a Date) either way.

Also of note is this factoid: A simple key is a key made up of one column, whereas a composite key is made up of two or more columns.

A composite key consists of more than one attribute to uniquely identify an entity occurrence. This differs from a compound key in that one or more of the attributes, which make up the key, are not simple keys in their own right.

For example, you have a database holding your CD collection. One of the entities is called tracks, which holds details of the tracks on a CD. This has a composite key of CD name, track number.