iFrames Example

iFrame stands for "inline frame" (although it sounds like an Apple product).
It's basically just a frame in embedded in one page, where the frame can display a completely different page - a page within a page.
You can think of it as a picture frame, where the picture being displayed in the frame is a Web page.

The two iFrames below contain two different Web pages you might recognize.

   

Ordinary links can target a new page into a frame.
Load cknuckles.com into Frame 1

However some pages will refuse to load into a frame in someone else's page.
Load W3Schools.com into Frame 2
Load Google.com into Frame 2

The reason for this relates to the Same Origin Policy that browsers implement for various purposes.
Same Origin Policy basically means content from one domain can't load into a completely different domain.