On a very high-level, UM is the native messaging system provided by SAG (which is going to replace native Broker in the coming years) and TN is the B2B solution to exchange business documents between/across enterprise, this also support EDI module, cXML etc.,
Since you are novice, I would recommend to start with this link first http://techcommunity.softwareag.com/ecosystem/documentation/webmethods/wmsuites/wmsuite10-4/wM_Suite_Concepts/10-4_Understanding_Software_AG_Products.pdf
and proceed with the Integration Server as this is the core module of SAG webMethods.
For more details refer the below links:
UM
http://techcommunity.softwareag.com/ecosystem/documentation/universal_messaging/num10-4/index.htm
TN
http://techcommunity.softwareag.com/ecosystem/documentation/webmethods/trading_networks/otn10-4/index.htm
#webMethods-General#Integration-Server-and-ESB#webMethods