"They" didn't change "it". Global warming means exactly what it sounds like it means: the Earth is getting warmer on average. Climate change means all of the associated changes in the climate that go along with increased temperatures, such as increased drought in areas that are prone to drought. And you're right that global warming doesn't mean that it will get warmer everywhere, because at first some places will become cooler. However, as global warming progresses, it will eventually be hotter on each place on Earth than it was in the early 1900s.