Anything that's under is beneath something else. Most of us wear socks under our shoes and stand under an umbrella in the pouring rain.
If you're under water, you are below its surface, and if you're in the room directly under your brother's, you'll hear the rhythmic thudding of his stereo directly above your head. This adverb has a variety of meanings, including "lesser in rank," like a corporal who's under a general, and "controlled by," as when you fall under the spell of a magician. You can also be "under the weather," or sick.