A periodical is anything that comes out periodically. Magazines, newspapers, and journals are all periodicals. They may come out daily, weekly, monthly, quarterly or annually, but new issues are released on a fixed schedule.
Journals are often issued monthly, but might be published only a few times per year. Magazines are often published weekly or monthly, while newspapers usually go to press daily.
Each time a periodical publishes, it contains a unique set of new articles -- no two issues will be exactly alike.
Each periodical issue is numbered, and all of the issues for a year are part of a volume, which is also given a number. That's why, when you cite a specific article from a journal, magazine or newspaper, you must include the volume and issue number. It helps your reader find it more quickly, in case they'd like to read it for themselves.
Has your instructor asked you to find articles from scholarly or peer-reviewed journals? See: What does peer-reviewed mean?