A rhombus is a shape that has all four sides equal, whether they be in the shape of a parallelogram, or a square, if it has all four sides equal length, it's a rhombus. The definition of a rectangle, is a shape that has four right angles. (90 degrees).
So, if a square has all four sides equal, and four right angles, it can be both a rhombus and a rectangle.
Not all rhombuses are squares, because not all have four right angles. Not all rectangles are squares, because they do not all have four equal sides. Not all rectangles are rhombuses because they do not have four equal sides.
But all squares are a rhombus and all squares are a rectangle.