What is a game engine?

[Aerodyll]

Ok, please dont slate me for this but after hours of searching i feel i have some kind of mental block on the subject of game engines.

Can anyone explain to me to guide me to something that will help me understand exactly what a game engine is? I can use maya and max, and can design and draw with photoshop and it thought i was going well to becoming a 3D modeller but i have just realized i know nothing about how it is all put together.

Like i can make all the little bits, character models, and designs, but how is it all pieced together and made into a game? like what is the process that makes all these little pieces come up on screen and what do they use for it?

Ive heard the term 'Game Engine' a million times but for some reason never looked into it, now i tried to loook into it but i cant seem to grasp what exactly it is, or what it does.

Any help on this would be greatly appreciated. Thanks

I am considering going into learning C++ to develop an understanding of it all, but so far im just really confused.