The frame is the fixed structure around the door opening: the leaf hangs from it and the bolts engage with it when you lock up. It is made of two vertical pieces, the jambs, and a horizontal one at the top.
The frame holds the strike plates, the plates with holes that the bolts go into. That is why it is a key part: if the frame is weak or badly fixed, it does not matter how good the lock is, because when someone levers the door it is the timber that gives way, not the lock.
On front doors, the frame is usually fixed to a subframe anchored to the wall. If you notice play in the door when you close it, or the frame moves when you push it, it is worth having it checked. We always look at it when fitting or upgrading security doors.