Moles is a bit like a fixed number of molecules of a substance. It's like when you weigh out apples and peas, 10 of each will obviously weight very different amounts, even though there are the same number of items. Molecules are different sizes and so have different masses too. A mole happens to be 6.02 * 10^23 molecules, which will weight different amounts depending on what molecule you are looking at. Mr is basically the conversion factor you use to convert between the two - it is the weight of one mole of a particular substance (a bit like the weight of 10 apples in the analogy above).
Basically, you want to convert everything into moles, because then you are looking at how many molecules are reacting. First convert everything you have masses for into moles by dividing their masses by their Mr, e.g. 14/28 = 0.5 moles of carbon monoxide. You aren't given the mass of everything else in your equation, but you know the ratio of the moles of each - because the equation shows that one mole of CO will react with two moles of H2 to produce one mole of methanol. You therefore know that if 14g of CO (half a mole) was used, then half a mole of methanol must have been produced. You can then convert from moles into mass by multiplying by the Mr of methanol (32) = 16g