What is the difference between philosophy and theory?

They're unrelated. A concept is a general idea. Scientifically, a theory is an explanation of phenomena with significant evidence behind it.

In casual speech, though, it is common for people to say "theory" when they mean "hypothesis", which is an explanation of phenomena which has little or no substantial evidence to back it up. The difference between a concept and a hypothesis is while a concept is general and doesn't necessarily explain anything, a hypothesis is specific and tries to explain something.