The difference between SpaceX’s rocket landing and Blue Origin’s, TL;DR:
[Blue Origin’s] New Shepard is designed for what is called suborbital spaceflight, where the rocket reaches space but is not high enough or fast enough to place its spacecraft into a complete orbit around the Earth.
Suborbital space is about 62 miles above Earth, which is the maximum heights New Shepard can reach. The International Space Station is 4 times higher than that.