OS X displays all running programs and minimized windows in the Dock. By default, the Dock is located at the bottom of the screen, however you can also place it on the left and the right. If you know the unix hack for it, you can also place the Dock right below the menu bar.
The purpose of the Dock is to allow an easy way to switch applications. To switch applications, single-click on the application's icon in the Dock.