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If you are looking for Google Webmaster Tools, it still exists. It was renamed Google Search Console in 2015, and most guides written since call it a name you did not search for. That single rename is why this topic is so confusing to look up.
Here is what each tool is, what it can and cannot tell you, and which one to open first.
Search Console is the only tool that sees the search results page. It reports how often your site appeared, which search terms triggered it, roughly where you ranked, and whether anyone clicked. It also reports whether Google could crawl and index a page at all.
It stops watching the moment somebody lands on your site. It is free, and it requires you to verify that you own the domain.
Analytics is the only tool that sees your website. It picks up after the click: which pages people opened, how long they stayed, what they clicked, whether they started a form and whether they finished it.
It has no idea a search ever happened, and it has not shown you keyword data since 2011. If you came here looking for the terms people searched, that is Search Console, not Analytics.
Both, and not as a hedge. They watch opposite sides of the same click and neither can see the other's side. The practical rule:
The two will never show matching numbers, and they are not supposed to. We wrote up why, with real figures and screenshots from a live property, in Google Analytics vs Webmaster Tools.
Linking Search Console to Analytics lets you follow one search term from the moment it appeared in results through to what that visitor actually did. Most sites have both installed and have never connected them, which leaves the most useful report in either tool switched off.
All four are free. The work is not installing them, it is reading them correctly.
Most sites we look at have the tools installed and are still counting nothing useful: conversions that never fire, a form that no one can complete, or two tags double counting the same visit.
Request a free site analysis and we will tell you what your tracking is actually recording.