Code behind is the seperation logic and display elements of a page.
On one page goes the HTML elements and controls that are used to display the information.
On the other page goes the logic to display the information such as populating drop down list, binding controls to datasets and things of that nature that you will come across when you start coding.
The important thing to know is that Code behind is considered the "correct way"(Im sure this can be heavily debated) of doing things and I highly recommend using this method.
The alternative is to mix code and html markup on the same page.
This could be considered easier and quicker in the very short term, but in the long run you are better of using code behind.
Here is some reading
These discussions tend to work arround the coding aspect the methods, but I like codebehind as it brings layers into you application in a modelling sense.
DIPLAY LAYER - .aspx, displays the graphical aspects of the application.
BUSINESS LAYER - .aspx.cs(CodeBehind), handles the business rules layer.
Then I have a seperate data access layer in class files .cs.
This is all more than you need to consider at the moment.
But do try to use "Code Behind", and understand "Inline" code as well.
You will come across both.
They say, best men are molded out of faults,
And, for the most, become much more the better
For being a little bad.