Malware, short for malicious software, is a blanket term for viruses, worms, trojans and other harmful computer programs attackers use to wreak destruction and gain access to sensitive information.
The key point is that malware is identified as such based on its intended malicious use, not a particular technique or technology. This means that the question of, say, what the difference is between malware and a virus misses the point a bit: a virus is a type of malware, so all viruses are malware (but not every piece of malware is a virus).
