All automotive air conditioning systems are (nearly) closed loops with a high-pressure side and low-pressure side. We'll start with the high-pressure side as it leads from the engine to the passenger compartment:
Compressor: The compressor is a pump driven by a belt attached to the engine's crankshaft. When the refrigerant is drawn into the compressor, it is in a low-pressure gaseous form. Once the gas is inside the pump, the compressor lives up to its name. The belt drives the pump, which puts the gas under pressure and forces it out to the condenser. Compressors cannot compress liquids, only gasses. You'll see as we go through the system that there are other parts whose job it is to capture any water that accidentally makes into the AC loop.
Condenser: The condenser is basically a radiator, and it serves the same purpose as the one in your car: to radiate heat out of the system. The refrigerant enters the condenser as a pressurized gas from the compressor. The process of pressurizing the gas and moving it to the condenser creates heat, but air flowing around the twisting tubes of the condenser cool the refrigerant down until it forms a liquid again. Imagine steam cooling down and condensing back into water, and you've got the idea. The liquid refrigerant is now a high-pressure liquid and nearly ready to cool the car.
Receiver-Dryer: But first, the refrigerant needs to be prepped for the evaporator. As it moves out of the condenser, the liquid goes through a little reservoir installed in the line. This receiver-dryer contains desiccants, small granules that attract water. You've seen packets of desiccants in shoeboxes, where they do the same thing: attract water from the air to keep new shoes fresh and ready for your feet. (They're usually labeled "Do not eat.") In the receiver-dryer, they remove any water that has entered the system. If the water is allowed to remain and possibly form ice crystals, it can damage the air conditioning system.
That's enough high-pressure for anyone, so let's move on to the low-pressure side of the system.