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The "Gain Bandwidth Frequency" (GBW) is the product of the open loop DC gain and the -3dB cut-off frequency.
The "Unity Gain Bandwidth" (UGB) is the frequency where the open loop gain is unity.
These two frequencies are the same if the system (e.g. OPAMP) is a one pole system, that means the second non-dominant pole is at very high frequency.
If second poles and/or zero'sare close or lower than UGB, the two parameters are not equal.
The two parameters (UGB and GBW) are related to the maximum frequency you could use your system in closed loop configuration. That is, if UGB ad GBW is 1 MHz, your system cannot work at higher frequency tham 1 MHz since the gain in the loop is lower than 0 dB and all advantages ot the feedback are lost.
I think, that can answer more simply. If you look Datasheet of any opamp you can see Bode Plote (where represents open loop gain vs frequency and phase vs frequency). Point, where crosses 0 dB and curve of Open-Loop Gain will be GBWP. From it, you can get maximum frequency on given gain(for example if opamp has GBWP = 10Meg, and you will be use it as amplifiers with gain = 10, maximum -3dB freq will be 1 Meg).
UGB - when you amplifier is buffer, ie it has Gain=1. This freq looked at point -3dB.