Active Window
An active window is what you are currently viewing, the window that is in focus.
Clipboard
The clipboard is the name for the background program that holds the data you copy and paste.
Desktop
The desktop is the area on your computer screen, when no windows are open, that has the Recycle Bin, your icons, and a background.
Recycle Bin
When you tell windows to delete a file it is sent here so you can either bring it back at a later time or permanently delete it.
Window
A window is what you see your information in. You can have multiple windows open at one time and you can move these windows around.
Windows Explorer
Windows Explorer is the Windows file manager where you can move and copy files and edit files.
Wizards
Wizards are programs that offer step by step ways to setup something rather than you editing it by hand or just being given a window of text boxes asking you where you want something. Wizards are considered an usability improvement.