What is the difference between sampling frequency and frequency?

frequency is simply the rate at which something is happening, ie the frequency of Christmas is once a year, the frequency of having breakfast is once a day etc. If frequency is expressed in Hertz, it's how many times something happens during a second.

Sampling is, well, sampling. Usually means testing and measuring something changeable. If you're running a bath and occasionally stick your fingers in to check the temperature, then that's sampling,

Sampling frequency simply describes at which rate you're making whatever test or measurement it is you're talking about.