I always wonder when I look at the stars that shine in the sky.
This sentence is an example of -

Complex sentence:
- যে sentence এ একটি Independent বা principal clause এবং অন্তত একটি dependent বা subordinate clause থাকে এবং clause গুলোকে সংযুক্ত করতে subordinate conjunction ব্যবহৃত হয়, তাদেরকে Complex sentence বলে। 
- Principal clause এবং subordinate clause এর মাঝে although, because, before, even though, if, since, until, when ইত্যাদি যুক্ত হয়ে Complex sentence গঠিত হয়। 
যেমন: 
- When I  went there, I found him. 
- Though he is my friend, I can not help him now.
- Since I was ill, I could not attend the meeting.
- I always wonder when I look at the stars that shine in the sky.