All materials are made of elements. The elements each have there own atoms. Atoms combine to form molecules and they are know as compounds. For example a molecule of water is built from 2 hydrogen atoms and 1 oxygen atom. The Atoms are composed of sub-atomic particles, ie electons, protons Neutrons etc perhaps that's what you mean by particles.
Not being that well informed - but is there not some current controversy about 'dark matter' which questions the laws of physics and is not even made up of atoms?