Homologous structures are features that have a common evolutionary origin.  The forelimb of vertebrates is a good example of homologous structures.  The forelimb of a human, the wing of a bat, and the wing of the bird all have the same basic pattern of bones, which is the result of their having a evolved from common ancestor.  Homologous structures are useful developing evolutionary trees.

Analogous structures, on the other hand, have a similar function but not necessarily the same structure. The wing of a fly and the wing of a bird are analogous, but not homologous because a fly wing did not evolve from the foreleg of a vertebrate.

Below you can compare the arm of a human, the wing of a bat, and the wing of a bird.