Long pieces of classical music are often divided into movements. They are like different sections of the piece. Movements can be quite short, or extremely long. If you listen to a symphony it may often be divided into four movements. In the time of Haydn and Mozart the four movements were normally: a fast movement, a slow movement, a dance-like movement (minuet) and a fast movement to end the work.
Concert programmes usually show how many movements there are in the work that is being performed. It may show this using Italian musical terms (e.g. Allegro meaning fast, Presto meaning very fast or Andante meaning a gentle walking pace). Here is an example:
Robert Schumann: Symphony no 4 in D minor op.120
Sometimes an orchestra will take a minute or two to retune their instruments, especially in a symphony by Mahler or Shostakovich where one movement might be as long as 25 minutes. At other times the conductor or performer will want to go almost straight on with hardly any break. Sometimes the composer shows that there should be no break at all between movements.
Audiences in the olden days often used to clap between movements, but usually these days they wait until the end of the work to applaud.
The German word for “movement” (in this musical sense) is “Satz” which really means “sentence”. A movement is like a sentence: a collection of things that belong together to make sense. All the movements together are like several sentences: they tell the whole story.