Torah is a Hebrew word meaning teaching, instruction, or especially Law. It primarily refers to the first section of the Tanakh, i.e. the first five books of the Hebrew Bible.
These books are Genesis (Bereishit), Exodus (Shemot), Leviticus (Vayikra), Numbers (Bemidbar) and Deuteronomy (Devarim). Collectively they are also known as the Pentateuch (Greek for "five containers", where containers presumably refers to the scroll cases in which books were being kept) or Hamisha Humshei Torah (Hebrew for "the five parts of the Torah", or just Humash "fifth" for short).
Jews also use the word Torah, in a wider sense, to refer to the entire spectrum of authoritative Jewish religious teachings throughout history. In this sense it might include the entire Tanakh, the Mishnah, the Talmud and the midrashic literature. In its widest sense, Jews use the word Torah to refer to any kind of teachings or philosophy.