For most viewers in the northern hemisphere, this is low in the southern sky. The Milky way is our galaxy, the band across the sky the many millions of stars that together make up the galaxy, a great disk of stars, all spinning around a common center. Imagine being in a large, very thick crowd of people and looking around you. Could you see the most distant people. Can you even see past the nearest people.
Astronomers face the same problem, seeing the forest for the trees, or the galaxy for the stars.
Indeed, it wasn't until the middle of this century that astronomers realized the true shape and size of the galaxy. The sheer size of a galaxy is difficult to comprehend. If one were to make a model of a galaxy the size of the United States the stars would be microscopic specks. In exploring a galaxy of this scale our farthest probes, Voyager and Pioneer have gotten about two inches away from the sun. When we look at the brightest section of the Milky Way we are looking towards the center of our galaxy.