A mount point is a directory that you mount a partition on. Usually you will specify them in the /mnt directory as a subdirectory. So lets say you are going to mount your CDROM, it's probably setup as /dev/cdrom already so:
Place the disc in the device
if the directory /mnt/cdrom doesn't exist you would create it:
Then you would mount your cdrom at the mount point /mnt/cdrom with:
mount -t iso9660 /dev/cdrom /mnt/cdrom
Mount points are simply directories though, as a direct answer to your question.
As for where do you mount swap, well your swap doesn't have a mount point. Your entry in your fstab would look something like:
/dev/hda2 none swap defaults 1 1
But that's just the example, not necessarily what is needed for your situation.
And your linux OS, well that would mount at the root ( / ) directory.
So your LINUX OS would entry would probably look like:
/dev/hda5 / ext3 defaults 1 1
in your /etc/fstab file.
Does any of this help? If not, you might wanna read some of the links in my sig, or check out the tutorial over at www.linux.org