A lot more can be said about this but as a rough approximation, biological taxonomy is the science of determining the degree of kinship between organisms, where the most closely related species are placed in the same genus, closely related genera are placed in families, families joined in orders, orders in classes, and finally classes in kingdoms. Insecta are a class, consesting of about thirty orders. Orders are e.g. earwigs, termites, beetles, true bugs and butterflies. The 30 orders of insects are pretty easy to tell apart at a glance, at least for an experienced entomologist.
Determining the degree of kinship used to be done, and often still is, bij looking at how much two species resemble each other. Nowadays more reliable ways of determining this have been established, notably DNA analysis. This has thrown many a carefully researched family tree in disarray. Mostly the results agree pretty closely, however.
Because there are so incredibly many species of insects - over a million described and an unknown but probably larger number still to go - genera (pl of genus), families etc tend to get very large indeed. Because of this there are a large number of additional layers which can be inserted in the hierarchy, like sub-genus, supergenus, subfamily, superfamily, etc.