What is the difference between MEL and CDL?
The MEL lists the limitations of the aircraft when some equipment (autopilot, transponder...) are inoperative.
The CDL deals only with non-structural external parts (wheel fairing...) that may be missing without grounding the aircraft. 

From this website, emphasis mine:


  The CDL is a listing of regulator-approved non-structural external parts that may be missing but the airplane remains airworthy.  
  
  To qualify an item onto the CDL, a restrictive set of conditions must be met, e.g.:
  
  
  The effect of the missing part upon adjacent structure and systems must be evaluated.  
  The effect upon airplane performance must be measured.
  The combined effect upon the aircraft when more than one CDL item is present must be determined (i.e. the effect of a combination of items missing).
  
  
  [...]
  
  The CDL should not be confused with the MEL (MEL). While the MEL describes the limitations of aircraft operation in case of a system being inoperative/having malfunctioned (e.g. transponder failure), the CDL deals with situations where external parts of an aircraft are missing/fallen off (e.g. fairings, aerodynamic seals or panels).