Yes, some moves are HM and TM
TM - Technical Machine
It's a CD - like item that teaches Pokémon a move, that may not normally learn, or learn at much highter levels. Each generation brought new TMs. But There is no Pokémon that can learn all TM moves (Arceus maybe). Some can learn many Tms, but no all. Disappears after use(this was changed in B/W so now TMs do not break).
HM - Hidden Machine
Like TMs, these are CD like items, teaching moves. Only some Pokémon may learn some of these moves by itself. E.g., HM03 Surf is a powerful special water attack. But may be also used to cross water. All HM moves are having both battle effect and overworld effect. But unlike TMs, HM CDs may be used any number of times.