You have a list of features that need to be developed which is called the Product Backlog (PB).
This PB is a lot more to be done in a short amount of time and trying to do all at the same time, is not an option.
In Scrum, you would then break it up in pieces to work and deliver small numbers of functionality. So, the small pieces of the Product Backlog will then be turned into Done working Software in 30 days or less.
The 30 days or less is then called the Sprint. At the end of the Sprint, the team will then deliver the Increment.
The Sprint is a time-box in which the work need to be performed.
We have the Sprint, and we have the Product Owner, the Development team and the Scrum Master and they are all involved in delivering the Increment in the Sprint.
So, the Sprint is a time-boxed period and it would start with a meeting called the Sprint planning meeting right in the beginning of the Sprint and it will end with a Sprint Review and a Sprint Retrospective meeting.