Villainy is very bad, cruel, or criminal behaviour — the kind of thing a wicked person does. It is not just breaking a small rule; it carries the feeling of real evil, of someone who hurts other people on purpose and does not care. You can use it for the behaviour in general ("a life of villainy"), or for one wicked act ("his villainies were finally discovered" — yes, it has a plural, though that use is old-fashioned). Here is the important part: today the word is almost never used with a straight face about real life. It lives in stories — old novels, fairy tales, films about pirates and evil kings. When a modern person does use it about real people, it is usually a joke, or it is being said in a big dramatic voice on purpose, the way you might say "How dare you!" to a friend who took the last piece of cake. A news report about a real crime would say "crime" or "corruption", not "villainy". So the word has two jobs now: the serious old one inside stories, and the playful one outside them. Note also that English keeps the h in villain but not the sound — nobody says the h. And do not mix this word up with village, which looks close but is a different story: this word came through French from a Latin word for a big country house, and the farm workers there were later looked down on by town people, so the word slid from "farm worker" to "low person" to "evil person".