A law is a general rule for how something is or something should be. Laws ensure that people can live together in peace. This includes, for example, that people are allowed to speak their minds freely. If you do not obey a law, you are punished. How one is punished is also written in a law.
The laws are made by the parliament of a country. Each country has its own laws, so something may be forbidden in Russia, for example, that is allowed in Finland. Some laws apply only in certain parts of a country. In Germany and Austria there are federal states with their own parliaments and laws. For example, holidays may be different, or the times when stores may be open.
A special law is a constitution. It says how the state works and how laws are made in the first place. Some countries do not have a constitution, at least not as a long law. Nevertheless, there are certain important laws there that have a similar meaning.