When your teacher stands up in front of you and teaches by talking about the latest chapter you've read or explaining how to do a new math problem - he is giving a lecture.
A lecture is most often used to describe a method of teaching, particularly popular in college, where professors give organized talks as lessons to large groups of students. It is not quite as positive when children level the term at their parents — "Don't lecture me!" — for criticizing their clothes, their friends or their music. Lecture can also be used to describe any public talk, most often by an expert.