The United Kingdon is made up of 4 countries. Those countries are Scotland, Northern Ireland, Wales and England. Each country has it's own separate flag, and then when taken as a whole they are the United Kingdom which has a flag of it's own.

The Union Jack (as we know it now) was originally created in 1801, and combines the St Andrew's cross of Scotland, St George's cross of England and the red saltire of Saint Patrick representing Ireland. There is nothing representing Wales in that mix because apparently they count as part of the Kingdom of England.

The "jack" part of the Union jack means flag. The name Union Jack means flag of the Union, the union meaning Scotland, Northern Ireland, Wales and England.

Here is a simple, entertaining video explaining the differences between the United Kingdom, Great Britain, England, Wales, Scotland, Northern Ireland and Ireland. These terms all mean very different things and are used interchangeably by some people. This is quite offensive, so please watch it as it's a much better explanation than I can ever give.