I think this documentation is the page you're looking for.
But to answer your question more directly, rule exceptions prevent alerts from being triggered by Detection Engine rules in Kibana. Endpoint exceptions prevent Endpoint (Elastic Defend) from detecting/preventing the activity on the host being protected. In other words, rule exceptions run in Kibana and Endpoint exceptions run on the host.
Usually when adding an exception for an Endpoint alert you want to add an Endpoint exception. If you add a rule exception Endpoint will still detect/prevent the activity on the host but Kibana will hide the corresponding alert.
I hope that helps.