Hello and welcome to the forum.
Final Cut Studio is a suite of applications for many video-related tasks. The video editing component of FCS is Final Cut Pro. The main differences between Final Cut Pro and Final Cut Express are FCP's ability to handle natively many different types of media (particular HD) and its media manager and color correction tools.
Final Cut Express is functionally similar to FCP, but works with a limited range of video formats, resolutions, etc. Working in FCE is excellent preparation for an eventual move to FCP if your needs grow, but many people find that FCE fulfills their needs at a fraction of the price.