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Clicked through simply means the lead clicked a link in an email and that link could have directed them to your website, a landing page, or some other external page.
Visited Web page means the lead actually landed on a Web page with your munchkin code on it. The lead didn't have to necessarily click a link in an email to land on your Web page.
Devraj's definitions should help you to interpret your results. Are you using the web page activity and email performance reports? You can find more information about the report types in the product docs. I like the chart here for a quick reference: Report Types - Marketo Docs - Product Docs