A Home eNodeB, or HeNB, is the 3GPP's term for an LTE femtocell or Small Cell.
Security Gateway (SeGW) - Installed in an operator's network, the Security Gateway establishes IPsec tunnels with HeNBs using IKEv2 signaling for IPsec tunnel management.
IPsec tunnels are responsible for delivering all voice, messaging and packet data services between HeNB and the core network.
HeNB-GW is not present; in this case, the HeNB is directly connected with MME and SGW (i.e. same architecture with normal macro eNodeB).
There are, however, differences in terms of the termination point of the logical interface depending on whether HeNB-GW is present or not.