The system tray is located in the Windows taskbar, usually at the bottom right corner next to the clock.
The time is often displayed in this area. Links next to the time display different icons for system functions for your PC such as whether or not anti-virus software has been enabled, or whether there are other programs active in the background.
In many cases, all that is required is a right-click to open a shortcut menu containing specific functions or information for the respective program.