Clinker bricks are fired bricks, for example in the NF size, 11.5x24x7.1cm (4.5x9.5x2.8 inches), and clinker slips are only thin slices, similar to tiles, with a clinker appearance.
Well, veneer bricks require a solid base to attach them to. Clinker bricks, on the other hand, form a separate, freestanding masonry shell. So, the materials are fundamentally different.