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That's the most generic of terms you've
used. Every Desktop Environment (KDE,Gnome, ...)
or Window Manager (Fluxbox, ice, ... ) is a GUI,
if you start X "naked" with an xterm you have a
GUI of sorts.
X is a framework that is being used by ALL of the
above, it basically is just a protocol that allows other
tools/applications to display widgets & windows in
a convenient way (very simplified, of course it also
is network transparent).
The difference between WM and DE is that a DE tries
to unify the look and feel, and the ways applications
interact with each other (for instance there's several
ways to handle clipboards, printing and the like).
There are layers to this situation. When it comes to GUIs, on the bottom layer is X server (I know about the framebuffer, but it's a little different), on top of which a window manager works. The WM provides all the borders for windows. GNOME and KDE are Desktop Managers, they provide a 'desktop' space with icons and usually contain a whole suite of application. A DE uses a WM to do the window bordering details; I don't know what KDE uses but GNOME uses Metacity. However, with GNOME, any WM can be used instead.