North America is a continent.
America is a country (which also includes some territory not on that map) on that continent.
The US is a government- a gang of thieving thugs- who steal and attack people who live in the America part of North America- although those thugs have not limited themselves quite that much in reality. They seem to feel they have some "right" to do the same to people all over the globe.
Added: If you have facebook you might enjoy following the discussion on this post: here