Rhino short for rhinoceros is an odd-toed ungulate. They are a species known to exist by humans familiar with global biology. Theres lots of other stuff science can say about them. Humans treat them pretty awfully for their pretty tusks.
A unicorn was a mythical animal of European tales dating to ancient Greek and other origins. In modern times geneticists have cloned modified horses in their visage. Lately their very wealthy zoos attracting specialized patrons have fallen into disrepair. 'Released' unicorns are often poorly groomed and frighten children believing them to be fearsome rhinoceros.