Lambda expression and anonymous method in c#

Question

In interview they ask me one question i.e what is difference between lambda expression and anonymous method in c#.

I just told him like Anonymous mehods were introduced in C# 2 and Lambda expression in c# 3.

and suppose we have a list of employee  and we have to find employee details with id=105 than by using anonymous mehhod we

write like:

Employee employee= listEmployee.Find(delegate(Employee Emp)

{

return Emp.ID==105

});

And by using Lambda Expression:

Employee employee= listEmployee.Find(Emp=>Emp.ID==102);

means we can't use delegate as a parameter in Lambda Expression.

Lembda expression is mainly use to writing Linq query expression.

But i think Interviewer not satisfy that answer, than what i should have to exataly told?