A GUI program consists of a collection of graphical components that are all placed inside one or more windows. You think of most components as being contained by a particular window. A container is an object that can hold other GUI components. Visually, a container is an area of the screen and the objects it contains are shown as smaller areas within it.
In Java terminology, a window (such as the browser window you are looking at) is a container. The buttons, sliders, icons and other GUI components are contained (by the container).