A province is almost always an administrative division, within a country or state. The term derives from the ancient Roman provincia, which was the major territorial and administrative unit of the Roman Empire's territorial possessions outside Italy. The term is now used in many countries.
In many countries with no actual provinces, "the provinces" or "the province" means outside the capital city.
The English word "province" is attested since about 1330 and derives from the 13th-century Old French "province", which itself comes from the Latin word "provincia", which referred to the sphere of authority of a magistrate; in particular, to a foreign territory.
A popular etymology is from Latin"pro-" ("on behalf of") and "vincere" ("to triumph" or "to take control of"). Thus a "province" would a territory or function that a Roman magistrate held control of on behalf of his government.
In fact, the word Province is an ancient term from public law, which means: "office belonging to a magistrate".
This agrees with the Latin term's earlier usage as a generic term for a jurisdiction under Roman law.