A sect is a religious group that exists inside of a larger religion. Think of it as a section of a particular religion.
Although objectively speaking a sect is merely a subdivision of a larger religious group, the word often carries with it the feeling of a part of a religion that has broken away. It often has a negative connotation in English because it implies that the group departed from what was standard to believe something different or odd. If you are comparing two sects you might talk about their sectarian differences.