Hi all, it is my very newbie question: How do I keep my coin?

I have read many pages, but I still don't understand.

I downloaded the .exe from bitcoin.org , I understand that this application allows me to send coin or receive coin from other sender. But where my coin is kept? If my laptop is destroyed, how can I have my coin again in new laptop? Is there a way to steal coin from my account? Which information I should not tell others?

Thanks for your reading my noob question.