When you launch tmux, it will create a tmux-server, a session, a window and a pane.
The tmux server manage every single tmux session. If you kill it, you kill every session as well. You can try it by yourself with the command tmux kill-server.
We spoke about sessions before. You can detach them from a client (and let them run in the background) and attach them back.
In tmux, a window represent an entire screen. You can have multiple windows open in one session. You can access each window via a tab in the tmux status bar, at the bottom.