In grammar, you talk about language. In itself, a grammar is just a description of a language: linguists explain how the language works. They talk, for example, about how a word changes when you use it differently in a sentence.
But people often think of rules that are supposed to apply to a language. If you know the grammar of a language well, it is easier to speak and write the language "correctly." This is especially true if you are not speaking in your native language.