In the two columns seen below, you'll notice that the left column has a list of databases and the right column has a list of journals. What's the difference, and when would I want to use one or the other?
A database is a library search tool. You can enter keyword search term and the database will look for articles across a large number of journals. The database has features for limiting or narrowing your results.
A journal is an individual publication with issues that come out at regular intervals. I've listed a handful of journals that are known for their literary or film criticism, including in depth reviews or analyses of individual works. Instead of searching, like you do in a database, you could use these links to browse through recent issues' tables of contents.