A romantic relationship is very different from a friendship. It's not completely different, as the two kinds of relationships have a number of similar qualities, but it is different enough that you should be able to immediately tell the two apart. A friendship is basically just people who enjoy one another's company; a romantic relationship, on the other hand, is more serious and intimate than a standard friendship.
Friends don't usually hold hands, sleep in the same bed, cuddle while watching TV, kiss or have sex. People in romantic relationships don't necessarily do all of these things, but they will do at least a few of them. This is a key difference between friendships and romantic relationships -- friendships don't usually involve physical intimacy.
Most relationships are monogamous. There are some people who can be in multiple romantic relationships at once, but these people are a minority. If you are in a romantic relationship with someone, he is likely the only person you are in a romantic relationship with. Friendships, on the other hand, are much more common; most people have many friends.
Friends don't fight very often. If friends have a disagreement, they'll generally not spend time with one another for a little while, or keep their thoughts to themselves. Couples, on the other hand, will have fights. This is because they have a higher level of comfort and intimacy and can therefore air their grievances more clearly.
People in romantic relationships will show much more weakness than friends show one another. People in relationships will tell one another what they fear, how they really feel about things, what their goals are and generally spill a large amount of who they really are. Friendships, on the other hand, do not always reach this level of emotional intimacy, as they are not as close as romantic relationships.