A server is any computer that handles requests for something over some form of network. A mainframe is a system designed to handle large amounts of requests.
Most mainframes are a server of some type, but not all servers are mainframes (capable of handling large amounts of requests). A mainframe is, in essence, a more powerful server designed to handle large loads. A server on the other hand, can be a regular desktop computer that shares files with others (which would be a simple file server).
If a server is a car capable of transporting goods from one place to another, a mainframe is a semi-truck designed to carry much larger amounts of goods from one place to another.
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