The plasma membrane is a lipid bilayer. Plasma membrane lipids have a hydrophilic head group and hydrophobic tail groups. Since cells are usually in an aqueous environment (and are filled with aqueous cytoplasm), the hydrophilic head groups is face both the exterior and interior of the cell. Between these head groups facing the interior and exterior, the hydrophobic tail groups of opposing lipids associate with each other to create a hydrophobic core within the membrane.
Vesicles are also made of lipid bilayers. Vesicles can exist within cells or be released by cells.