In Figure 1 you can see a Window that I've opened which shows the contents of the My Documents folder that is on my Desktop. A Window is a viewing area which allows you to see a Program/Application or contents of a folder when open. You'll see a little later that you can move Windows, stretch/resize Windows, and have multiple Windows open on the screen (I'll also show you how to move back and forth between them.)

Figure 2 shows you what it looks like when a Window opens full screen. (It is also know as Maximized.)  When the Window is maximized, it covers the entire Desktop.

The images just below this text show you the Control Buttons that you'll see circled on the upper right hand side of a Windows Title bar.

A.             B.

You'll see A when the window takes up the entire screen and you'll see B when the window is smaller. 
Note: When the window is smaller you can drag it to another area of the screen and you can also stretch it, as we'll see in a minute or so.