What's Science fiction all about?
It's a genre, sometimes shortened to sci-fi. Usually all about futuristic science and technology. Stuff like time travel or space travel for example.
Why the use of bother terms science and fiction,why not simply science or fiction?
Well because it combines both science and fictionis called literature of ideas. It combines consequences of scientific experiments. 
So are they related to movies?
Sure, Science Fiction is both a movie and literature genre. HIstorically it has grounding in actual science but nowadays more of a fiction.
What what sci-fi movie do you know of ,may be that could explain the concept better
For example Stargate SG-1. Its a military science fiction TV series. Those kinds usually involve spacecrafts, robots, alien worlds and such.