Martial Arts is a term used to describe all sorts of different methods of fighting. Karate, Judo, Jujutsu, Kung Fu -- these are just a few types of martial arts.
They are all different, they come from different countries. Kung Fu is from China, Karate is from Japan.
Compare them to dances. The Tango comes from Latin America, the Jitterbug comes from the USA, the Waltz comes from Europe. They are all very different but they are all dances.