Copyright
Copyright allows whoever owns the work to have exclusive access to it. If something has a copyright then the only way you can use that is with direct permission from the owner. Copyright can cover many different mediums including music, a literary work, an educational worksheet, etc.
Fair Use is when you can use something with a copyright without permission. Fair use is common when you are using a copyrighted material in the confines of a classroom. This means that is will be used to a limited audience and not distributed to a mass number of people.