Components of the tornado are illustrated here.  At the top is the wall cloud, which usually develops before the funnel cloud or tornado forms.  This feature usually is slowly rotating with embedded upward motion (imagine this photo without the tornado to visualize what a wall cloud looks like).  Beneath the wall cloud is the condensation funnel, which in this case is on the ground.  Note that this isn't necessarily the entire tornado.  Sometimes the tornado is on the ground while the condensation funnel only reaches halfway, or doesn't even exist.  Finally at the bottom of the tornado is the swirling debris, a clear indicator that this tornado is on the ground.