Proportion refers to how one part of an object relates to whole object in size, such as the size of an arm in relation to the rest of the body. It is similar to scale.
Scale refers to how one object relates to another in size, such as how a person relates to a house. In art, objects can be scaled up or down in size, although most often down, in size to emphasize a particular aspect. Making things out of proportion can be used to emphasize a particular part of an object.
Some artists have been known for the prowess at achieving perfect proportion, such as Michelangelo, evident in his famous sculpture David.