I am a little bit confused about both terms, since doing research they are being used interchangeably. Does someone can give an exact definition, or even better, examples?
No, but they can be used together.
vCPE is literally just a virtualised CPE appliance - eg: instead of deploying independent Router, Firewall and WAN Accelerator physical appliances in a site, you would simply deploy a compute node (hypervisor) running virtual instances of each, the main benefit being that if you decide to add some other functionality in the future, there is no need to re-visit/ship to every physical site, you would simply spin up new functionality.
SD-WAN at the most fundamental level is orchestrated overlay networking for the Wide-Area Network. In my mind, the major goal of SD-WAN is to present a single coherent Wide-Area network, regardless of service availability in each location eg: you can use a combination of fixed-line Internet services (from different providers), fixed-line MPLS VPN (from different providers), wireless services (from different providers) based on what is available in that locality, and SD-WAN will provide an overlay that hides this underlying complexity and fail-over. Again, massively simplifying large roll-outs, WAN migrations and mergers & acquisitions.
Under the hood, most offerings are essentially just IPSEC VPN (think DMVPN/ADVPN rather than hub-and-spoke), but orchestrated from a central location, taking care of the orchestration of provisioning, routing and fail-over.
To come back to your question though, depending on the vendors, SD-WAN appliances could be deployed on vCPE (using a virtualised instance of the SD-WAN software), OR the SD-WAN Appliance could also host vCPE (as some run hypervisors themselves).