It depends. The general consensus is that when there are vocals you can call it a song, but the boundaries are not well defined. If it is Classical Music it always goes by "Piece", not song. If it is Pop, Rock, or any other style, instrumental music it goes by song, BUT I wouldn't call an instrumental jazz song, like Take 5 or So what, a "piece", as well as I wouldn't call Handel's Messiah a "song"