A fact is a verifiable statement about some aspect of the world. For example, the White House is located at 1600 Pennsylvania Ave.
A concept, on the other hand, is a framework for thinking and talking about facts. Causality, for example, is a concept. It describes how we can think and talk about events (typically for the purpose of explanation).
Facts are not concepts; concepts are not facts. However, some concepts can be so embedded into how we view the world that they become virtual facts. For example, government is a concept. It cannot be observed; all we can see is X person did this, Y person did this, etc. However, the force of government, its effects upon people's behavior, can be so real that it presents itself as if it is a fact, when it is in actuality not.