To put it short.
Data centers are your internal resources, for example an internal wiki, or an RDP that is somewhere in an internal datacenter.
By creating a data-center you are creating a secure tunnel between your internal resources and the Harmony Connect cloud gateways.
This secure connection can be used in order to let your employees access your internal resource via the Harmony Connect Windows/Mac Agent or via a Branch Office connection
Branch offices, are as it sounds are used mostly for offices, or spaces with a shared SD-WAN between all employees. When you configure a branch office, you connect your SD-WAN via a secure tunnel to the cloud gateways, and by doing that you enable secure browsing and access to internal resources (If you have a data center installed).
I hope this helps,
Please let me know if you have any other questions.