Caught is a method of dismissing a batsman in cricket. A batsman is out caught if the batsman hits the ball, from a legitimate delivery, with the bat, and the ball is caught by the bowler or a fielder before it hits the ground.
If the catch is taken by the wicket-keeper, then informally it is known as caught behind or caught at the wicket. A catch by the bowler is known as caught and bowled. This has nothing to do with the dismissal bowled but is rather a shorthand for saying the catcher and bowler are the same player. (The scorecard annotation is usually c. and b. or c&b followed by the bowler's name.)