The Arduino Yun is one of the newer devices from Arduino. If you already know e.g. the Arduino Uno, you could view the Arduino Yun as an extended version.
The Arduino Yun is namely both a regular Arduino as e.g. the Arduino Uno, and a small Linux computer on one board. Looking at the block diagram above, use see the Arduino environment on the left, and the Linux environment of the right. On this web page I will refer to the Arduino environment as “Arduino” and the Linux environment as “Yun”.
The two environments are connected through a bridge that allows the two systems to talk to each other. This means that the Arduino can fetch or send data from/to the Yun or vise versa. It is also possible for the two to invoke commands on one another.