When we're writing stories, it's often important to include speech that characters say to one another. For example:
"Welcome to the real world."
The words enclosed by the speech marks (") are spoken. What is not clear is by whom. It is normal to include the name of the person speaking with the speech itself:
"Welcome to the real world," said Alice.
Notice that this is still one sentence, but a comma is included to separate the speech from the speaker. Alternatively we could write:
Alice said, "Welcome to the real world."
As the sentence ends with the speech, the full stop must be enclosed in the speech marks.