X-Windows is a Unix/Linux Client-Server system. Although usually on the same computer, the Client and Server can be on different computers, unlike Microsoft Windows.

X11 is a network protocol. It encodes things such as graphic primitives, images, pointer motion, and key presses.

X clients are graphical applications like Firefox.

Xorg is an X server. It implements X11 and provides an interface to keyboards, mice, and video cards.

Gnome, KDE, LXDE, and Xfce are desktop environments. They provide libraries and specifications that applications use

When running X-Windows, instead of a console login, the Display Manager i.e. Lightdm starts up. The DM starts the X-server and asks for login credentials and then launches the user's desktop environment.

Hope that helps.