Nucleus
From what you've heard you'd probably say that the Nucleus is in the center of the cell but truth is, most of the time is not. It can be in the middle and sometimes is, but most likely it's just anywhere in the cytoplasm. The Nucleus is enclosed in a phospholipid bilayer (Nuclear Envelope) and has pores in the membrane. Inside of the Nucleus it consists of a Nucleolus and Chromosomes (DNA) . The whole nucleus is said to be like a "control center" to the cell and keeps the Chromosomes protected as well.
Nuclear Envelope
The Nuclear Envelope is located on membrane outside of the nucleus. It is composed of a phospholipid bilayer what dozens of pores. You can see the location of both on the picture to the right. The job of the Nuclear Envelope is to control what exits and enters the nucleus.
Nucleolus
The Nucleolus is inside of the nucleus. It is not membrane bound. It is a dense region made of DNA & RNA and Proteins. It's function is to make Ribosomes.