The arduino Nano supplied as part of the beginner’s kit is mounted onto an expansion shield. This connects all of the arduino’s outputs to a lot of connection pins, and provides each signal pin with a complimentary ground (0V) and VCC (5V) pin.

 
Your board has:

• 14 digital input / output pins (labelled 0 to 13)
• 8 analogue input / output pins (labelled A0 to A7)
• A USB port for uploading sketches
• A power port for connecting to 5V to 9V DC (4AA batteries give 6V)
• Other specialised ports

The possible connections are as shown below (click to get a bigger view).  Pins 0 to 13 are digital input or output pins: pins 3, 5,6,9,10 and 11 are also capable of pulse width modulated (PWM) output.  pins 0 and 1 are connected to the board’s Serial data lines and so should be avoided in general unless you get desecrate.  Pins A0 to A7 are so called analogue pins, although for various reasons it is often desirable to limit yourself to A0 to A3.