Here is a link that explains what PSI is, but is complicated.
http://www.answers.com/topic/pound-force-p...per-square-inch
Basically it is a measurement of pressure applied to a 1" square suface, by whatever substance, generally air (a gas), or liquid.
Thus, there is pressure (psi) in these systems: turbo boost, engine oil, fuel, automatic trans oil, radiator, power steering, brake, tires, and (on some cars, air shocks).
And remember this, pressure in a system can be dangerous if there is a problem, or opening it up, and most systems under pressure are hot.