A Sketch file is made up of pages. Which, if you think of a sketch page as a big building, pages are the floors of that building. Pages can be reordered and renamed and all that good stuff.
Carrying on with the building metaphor, inside the pages (the floors) are the artboards, that I think of as rooms. Artboards are plains where you can put your designs so that they are clipped to the limited size of the artboard. The size of an artboard can be changed manually, but Sketch has a neat feature where you can grab a whole family of pre-determined artboards based on common and useful sizes.
Arranging artboards is the most useful feature of the artboards. You can drag artboards anywhere you like on the page, so you can order artboards horizontally and vertically, which is really useful when you need to visualise something that is non-linear like a dynamic carousel. It’s also a nice way of keeping your responsive versions of the same page near each other.
Objects in artboards (objects being everything from vectors to text) can be renamed, grouped and reordered in the layer control area. Masking is handled here too, but more on that later.