GUI is just a graphical user interface... it's a thing that lets you and the engine communicate with each other. Kind of like when you turn on your computer at home, it's fully functioning, but without a monitor and keyboard it's not much use to you.
I guess some free download-able engines don't come with a GUI -- but any time you buy a program like Rybka (strongest) Fritz (was so famous now sometimes used as a synonym for "chess engine") or out of the Chessmaster Series (not quiet as strong, but gives superior instruction for players below Class A or Expert) it will come with a GUI... when you install it on your computer it will be ready to go right away.
Some very strong players (or curious amateurs) may have multiple engines, or even "collect" engines in a sense and have them play against eachother or if you're a serious player use different engines for different tasks. Some engines are more adept at deep searching tactics while others will give you a more consistently correct evaluation based more on positional factors.
All of this is way more than any amateur needs though. What works best (in terms of your wallet too) is getting only one engine. Any commercially popular engine is at least GM strength, and the fact that Rybka4 is a few hundred points stronger than Chessmaster doesn't mean much. How often do you need analysis that finds a sacrifice that works 20+ moves down the road... such a move would be completely useless for an amateur to play in a real game anyway as they can't follow it up properly.
So anyway, I recommend something out of the chessmaster series. It has more instructional tools and is an incredibly strong engine. Once you start looking into international tournaments and getting all your IM norms, then you can worry about whether stockfish or Toga works best with your Shredder and Rybka suite.
As a new chess player I was hoping this forum could offer me some guidance and clarification. As far as I understand a chess engine analysis any games played online or OTB. It gives you suggestions on moves you should have made and tells you where you went wrong.
And some engines apparently don't come with a GUI, for those that don't are there GUI that are commercial products or are they all free?
I guess I need some clarification on what a chess engine is and what GUI is.
Also, what chess engine would you guys recomend? I need something that is very strong (obviously) but that is also easy to use or at least comes with a manual so I can learn how to use it.
Thanks in advance for your help.