Computers store one byte of data in each memory address or location (byte addressable memory). An 32-bit integer is, therefore, stored in 4 memory addresses.
The term "Endian" refers to the order of storing bytes in computer memory. In "Big Endian" arangement, the most significant byte is stored in the lowest memory address (big in first); "Little Endian" stores the least significant bytes in the lowest memory address.
Very complete entry in Wikipedia: Endianness - Wikipedia, the free encyclopedia