Simply put, the Uniform Resource Locator (URL) is a fancy term for a web address. This is what you type into the web address bar of your browser. It is more than just a domain name but the full address of a file on a server somewhere in the world.
For example, www.bigwebfaq.com is a domain name. This is the name of the server that provides The Big Web FAQ website.
http://www.bigwebfaq.com/somefolder/ilovetheweb.html is a URL that provides the address of the file called ilovetheweb.html on bigwebfaq.com.
A URL can be the address of a website page which is normally an HTML file or it can be any other file such as the images used on a website or a PDF file.