A scene is the entirety of the currently loaded map. Every dungeon (aside from the boss room) is its own scene, as is Hyrule Field, Death Mountain Trail, or the Market for example. If you can reach an area from your current position without a fadeout transition, then it is part of the same scene.
Within each scene are compartmentalized rooms, of which only one is fully loaded at a time with textures and interactive objects known as actors NPCs, enemies, rocks, grass etc. Transitions between rooms can be separated by a door like in a dungeon, or by an invisible plane that signals the game to unload textures and actors for the previous area and load those of the new one when it is crossed. Invisible transitions such as these exist in large open areas such as the Lost Woods which loads the next segment of woods as soon as you pass the black fog between two segments. As you pass a room transition, both rooms can be loaded briefly, but generally only one room is loaded at a time.
When you enter a scene, all rooms and their collision data are loaded, however only the current room's actors and textures are. Therefore if you were to enter a room of a scene via unconventional out-of-bounds methods and skip the load trigger like a door or loading plane, that room would appear invisible and have no actors. However all walls, climbable walls (ladders, vines, bricks), different types of floor such as ice, carpet, stone, etc. would have the same collision and audible effects as normal.
Scene transitions occur at special locations called loading zones. When touched, loading zones cause the screen to fade to black or white while it loads the new scene. All of a scene's loading zones are always active regardless of what room they are in. This fact allows us to skip many parts of dungeons, since a boss room is always a separate scene from the dungeons and is loaded via the boss door loading zone. In many dungeons we can get out of bounds and touch the boss scene's loading zone which is always active behind the boss door.