Duchies comprise a kingdom the way states/provinces comprise a country. Some duchies are larger than others and all are ruled by a Duke or Duchess who answers only to the King or Queen. Dukes/Duchesses, in turn have barons/baronesses who answer to them. A King/Queen's rule supercedes all edicts and treason against one's King/Queen is considered the most heinous of crimes.
A duchy is a territory, fief, or domain ruled by a duke or duchess. Historically, some duchies in Continental Europe were sovereign, while others (especially in France and Britain) were subordinate districts of a kingdom.