Pillow shams are frequently confused with pillow cases.
Think of it this way: typically a pillow case is what you sleep on and a sham is used more decorative purposes or as a pillow cover.
A sham, by our definition, has flanges on all four sides which means there is a decorative flap that extend out from the form of the pillow. Ususally a sham has an opening in the back to insert the pillow; a case always has an opening on the side.
A cultural note to consider: Some Europeans use flanged shams the way Americans use cases. We particularly like shams in pure linen on our sleeping pillow as it conjures up the Old World for us!