It's the same as a house. A house has a front door. This door is usually well protected and locked. The backdoor is sometimes left open.

But seriously it's a small program that listens on a certain port and it gives the bad guys a way to enter your system without being blocked by the normal security measures.

There's a way to find out what port is 'listening'. You can use the same command on *nix and windows:

netstat -an look for ports that have the status LISTEN.