The group Sn is the group of all permutations of n elements. It corresponds to the bijections of a set of n elements. This group has n! elements. See here.
The subgroups of Sn are called permutation groups.
The alternating group An of order n is always a normal subgroup of Sn.
In general, for any (infinite) set X, the symmetric group is denoted as Sym(X).