As was said before, the window you see on the screen is called the Storyboard editor. It displays a thumbnail of the frames in your application. Frames can be thought of as "playfields", parts or as the levels of you game.
You could also say it shows the different slides of your presentation, if that is what you were creating. You will understand how it works at the end of this tutorial. For the moment, I want you to click one button:

Locate you mouse on the big "1" button in the Storyboard window. And click.

This will open the Frame Editor, for editing the first frame of your application. Remember, your game is your "application". This is the first "level" of your game.

Now you see the frame editor. The white area in the middle is the place where we are going to drop the different elements of the game. This is the playfield where all the actions will take place when the game is run.