Two atoms can bond to form a molecule in two ways:

with a non-polar covalent bond (when electrons are shared evenly)
with a polar covalent bond (when there is an uneven sharing of the electrons)

Larger molecules formed from many non-polar bonds are considered to be non-polar. Molecules that have at least one polar bond are considered to be polar.^*

*There is one situation where the particular angles of multiple polar covalent bonds in the same molecule causes the overall charge summation to cancel, making molecules which fall into this category overall non-polar.