Sometimes walking into any gym can be daunting, so many machines, so much equipment and everyone going full steam ahead. It can be a minefield. So let's make a start and break down the key differences between machine weights and free weights...
Free weights are the dumbbells and barbells that you see either stacked up by walls or littered over the floor in gyms. Resistance machines, on the other hand, are generally designed to facilitate your ability to lift a weight at the point where your joint needs the most assistance. These machines are the big, complex-looking metal structures you see in the gym. They compensate for the fact that the amount of strength will limit your lifting ability at a certain angle. The machines work to help you through the 'dead' spots of a lift, unlike free weights.
Another key difference is that resistance machines will generally isolate only the targeted muscle groups, whereas free-weights will call upon an array of stabilizers and assisting muscles to aid the lift.
Generally speaking, if you are new to training, you should be using resistance machines until your body is conditioned, at which point you can safely move onto free weights. But that does not mean that you should always aim to free-weights. Everything depends on your goals. Sometimes professional weight lifters use machines to focus on specific muscle and to finish it. It's always easier to focus when you don't have to think about your balance, coordination, and stabilizers.