The Gospel of Matthew has five significant teaching passages, in which Jesus gives a series of talks on a particular theme. These five passages are sometimes called the Five Discourses of Matthew.
Matthew makes no claim to put his recorded events in chronological order. It is likely that Jesus spoke these teachings numerous times throughout his three year ministry, in various places and in different arrangements.
The most well-known and most significant discourse is the Sermon on the Mount, in chapters 5 to 7 of the gospel of Matthew. In this teaching passage, Jesus spells out citizenship in the kingdom of heaven. Beginning with the Beatitudes, he inverts the standard understanding of power, emphasizing compassion, mercy, peacemaking and humility. Part way through the sermon, he teaches the disciples to pray; that passage is now called The Lord's Prayer and now recited in thousands of churches every week.
In Matthew 10, Jesus gives instructions to his disciples on how they are to begin their ministry. This is sometimes called the Missionary Discourse or the Little Commission (in contrast to the Great Commission.)
In Matthew 13, Jesus publicly teaches about the kingdom of heaven in a series of parables and then privately explains one of the parables to the disciples and presents several more. These two sections, one public, one private, have been collectively called the Parabolic Discourse. (As a mathematician I might think that a "parabolic discourse" has something to do with conic sections, but it does not ... sigh.)
In Matthew 18, Jesus gives several parables about the Kingdom of Heaven, sometimes called the Discourse on the Church.
In Matthew 23-25, beginning on the Mount of Olives at the very end of his ministry, Jesus gives several teachings on the "end times". This is the Olivet Discourse.
Tomorrow we return to Matthew, chapter 11, and a question raised by John, the Baptist.