NFC = Near Field Communications - a short-range wireless data-transfer protocol. You can't tell by looking at a phone whether it has it or not, you need to look up the specifications of the particular handset model (or look in the Settings (it will be somewhere in Wireless & Network settings if it's there - since some manufacturers rearrange the menus I can't be more specific).
Android Beam is a way of sharing certain types of information between 2 NFC-capable handsets. I've never used it, so can't say much more than that.