shopping mall vs retail store

shopping mall and retail store both are nouns.

Word	Noun	Adjective	Verb	Adverb
shopping mall	Yes	No	No	No
retail store	Yes	No	No	No

As nouns, retail store is a hypernym of shopping mall; that is, retail store is a word with a broader meaning than shopping mall:

shopping mall: mercantile establishment consisting of a carefully landscaped complex of shops representing leading merchandisers; usually includes restaurants and a convenient parking area; a modern version of the traditional marketplace
retail store: a place of business for retailing goods

Other hypernyms of shopping mall include mercantile establishment, outlet, sales outlet.

shopping mall (noun)	retail store (noun)
mercantile establishment consisting of a carefully landscaped complex of shops representing leading merchandisers; usually includes restaurants and a convenient parking area; a modern version of the traditional marketplace	a place of business for retailing goods