Associations between classes (in class diagrams of course) are an abstraction for a set of links between different objects (in object diagrams). An aggregation is a special kind of association and it has a special symbol, the diamond.
A House has many (zero to many) windows.
The object names in the following diagrams should actually be underlined. My drawing aid yuml for this quick pictures has no obvious tweak for this, so I hope this is not too confusing. The only difference in both pictures is the diamond signs in the first.
my:House has side:Window
has back:Window
has front:Window
Is the diamond symbol used in object i.e. instance diagrams, too? Or are links in object diagrams always just simple lines?