* x11 and xfree86 (the free version of X-windows)
are methods of displaying windows/programs on a computer (whether remote or not)
* window managers
are programs that control how the windows look and act. it works on top of the X-windows system. they are things like XFCE or IceWM or Fluxbox, etc
* desktop environments
are many programs (a suite) that include programs like window managers, a program to display the 'start menu' / 'taskbar', and progams to display/control the actual desktop... all rolled into one. most popular are gnome and kde (K desktop environment).
thats just outta my head.. heres a link (i havent read it, hopefully its good!) that looks like (from the headings) it might have good/more detailed information about it! click me