What is the difference between 'warning area' and 'ADIZ'? Are they overlapped with each other?
You can find a good explanation of Warning areas (and lots of other areas) in the answer to this question.

ADIZ is effectively the controlled area that surrounds the US/CANADA border. The picture from the wiki article shows it quite well



The ADIZ was created to have an area to identify inbound, out of country, aircraft. As per the FAA


  All aircraft entering U.S. domestic airspace from points outside must
  provide for identification prior to entry or exit. ADIZs have been
  established to assist in early identification of aircraft in the
  vicinity of international U.S. airspace boundaries (AIM Section 6,
  5-6-1)


As far as I know there are no ADIZ areas internal to the country, although warning areas may be anywhere within the nations jurisdiction. I see no reason they could not overlap each other either.