What is an integrated circuit?

Integrated circuit is a miniaturized electronic circuit consisting of semiconductor devices as well as passive components that has been fabricated on thin substrate of semiconductor material.
Now what is a substrate?
In semiconductor device fabrication, substrate is a wafer.With respect to material sciences , any coating that is applied to surface of the object is called substrate.
wafer is a thin silica crystal ,used in semiconductor device fabrication.

What is die?
Each device is tested before packaging using automated test equipment (ATE), in a process known as wafer testing, or wafer probing. The wafer is then cut into rectangular blocks, each of which is called a die. Each good die (plural dice, dies, or die) is then connected into a package using aluminium (or gold) bond wires which are welded and/or Thermosonic Bonded to pads, usually found around the edge of the die. After packaging, the devices go through final testing on the same or similar ATE used during wafer probing.