Visualforce is a technology used in force.com for building custom user interfaces. It is analogous to Java Server Pages (JSP) with Java Server Faces (JSF) in Java technology. Visualforce uses Apex classes (controllers) containing business logic, and visualforce pages and visualforce components containing the presentation.

This guide is written per SFv31, so if you're working on a future version -- you may have a slightly different menu structure. If you are new to Salesforce, you may want to create an account at Salesforce Developer site. This will allow you to create a developer ORG, which you may use to develop SF applications.