Welcome to the forums, Carolyn!
Both provide a unique insight into Hungary’s Communist past. Statue Park (Memento Park) is an outdoor museum located just outside of Budapest. There is a cinema and an exhibition hall too, but the main attractions are the gigantic monuments. Direct bus transfers from/to Deák Ferenc tér are available and the ride takes about half an hour, depending on traffic. The trip is worthwhile, especially on a sunny day.
House of Terror is in the city center, on Andrássy Avenue. The building giving home to the museum was the former headquarters of the State Security, the Hungarian version of KGB. The exhibitions commemorate the victims of both the Communist and the Nazi regimes in Hungary. Some of the exhibits here are more symbolic and might be harder to understand, but again, it offers a great insight into Hungary’s past.
If you have the time, visit both, as they have a different approach to portraying this era.
Let me know if you had any other questions,