Constellation: A configuration of nearby stars that appear to have some geometric structure to people on earth. Usually, these stars are otherwise unrelated.

Galaxy: A collection of many millions of stars and other material in a gravitational bound configuration. (I suuggest you look up any encyclopedia to get a more detailed picture). All visible stars and the milky way belong to "our" galaxy, called the milky way galaxy.

Nebula: Gas cloud - try encyclopieida again.

Binary star system: Two stars graviationally locked in orbit around each other. There are similar systems with more than two stars.