A henge is the term given to a large prehistoric earthwork, usually but not always circular, whether of stones, wood, or earth.
This word, interestingly, is a back-formation from Stonehenge. Additionally some spell it stone henge or stonehedge even though that is incorrect. Stonehenge was the Saxon name for the famous monument on the Salisbury plain, and the "henge" part is Old English for "hang," not earthwork. Nonetheless, the term henge is in wide use in both popular and scientific literature to refer to megalithic monuments of the Neolithic and Bronze ages.
Whether you are thinking stone henge or Stonehenge, both are basically Megaliths. Megaliths are single large stones, or a group of "standing stones" usually arranged in a circular or semi-circular formation, and that archaeologists believe were religious temples or monuments. The earliest sites are thought to date back to the millennia. The word, "megalith" itself has Greek origins: "mega" meaning "great" and "lithos" meaning "stone". Certain megalith sites, and there are thousands of them all around the world, were also known burial sites. England seems to have the greatest concentration of megaliths that carry names like Avebury, the Hurlers, the Merry Maidens, and the Rollright Stones. The most famous of these is, of course, Stonehenge.
People do commonly mistake the words stone henge for Stonehenge and should learn the difference so they may find the correct information.