To say v. means to pronounce words or sounds, to express a thought, opinion, or suggestion, or to state a fact or instruction.
For example: "Never forget to say "Please" and "Thank you".
"If you can't say anything nice, don't say anything at all."
It can also mean to give information in writing, numbers or signs.
For example: "The signs says we shouldn't walk on the grass".
To talk v. means to actually say words out loud; to speak to someone.
For example: "I'm really glad my dogs can't talk."