Web hosting simply means putting your website (or websites) on a server which has a connection (preferably a high speed connection) to the internet. You connect to the server using FTP to upload files and maintain your site but you don’t have to worry about internet connectivity, security and maintenance of the server (although you may choose to do so if using a dedicated server).
You usually have choice between Linux Hosting and Windows hosting. This refers to the operating system used on the server and has no connection with the operating system of your PC. Linux powers most of the internet and is the best choice unless you need Windows hosting (usually this would be because you have had a site built for you and the developers have specified windows hosting).