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You probably have a device where there is a feed on one side with two screws but there is a connecting link so that one feed can serve both the outlet and the switch. On the other side there is a connection for the neutral as well as for the power leaving the switch going to the light. There will also be a ground connection at the end or corner and probably tinted green.
Naturally you will have turned the power off before doing this. The incoming black power line goes to one of the screws on the feed side (brass colored). The black wire leading to the light goes on the opposite side of the sitch part (probably also colored brass). The white neutral wire should be uncapped, end stripped if not already so, and connected to the silver colored screw next to the outlet but opposite the feed side. Green ground wire goes to the green screw. Take care in connecting the wires--if solid wire you can pre-form the hook shape that goes around the screw and then squeeze it to a smaller shape with needle-nosed pliers before tightening down the screw. Wires should go around the screw clockwise. Tighten firmly but not so much as you strip the screw threads. It's a good idea to wrap electrical tape around the body of the device so the screws are covered over. Before pushing it back into the junction box you can carefully test it by turning the power back on and make sure the switch works (and the breaker doesn't trip). Turn the power off while you carefully push the device back into the box, screw it down, and put the cover plate on.