Stanzas are the building blocks of formal poetry, like paragraphs in a story or verses in a song. They usually have the same number of lines each time, and often use a rhyming pattern that repeats with each new stanza.
Shakespeare was the master of the stanza. His sonnets had three stanzas that were each four lines long, and then a two-line stanza at the end, all with a very particular rhyme and rhythm pattern. Poems with stanzas always have some sort of structure to them, but not all poetry uses stanzas, for example — free verse tends to be wild poetry without structural rules.