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Only few days back I got the idea of probability density function. (Till that day , I believed that pdf plot shows the probability. Now I know why it is density function.)

Now I have a doubt on CTFT (continuous time fourier transform).

This is a concept I got from my friend.The Fourier series lists particular frequencies, while the Fourier transform is the frequency density function.

I got the former idea but not the later. How do I interpret a fourier transform plot. Suppose at frequency F if the magnitude spectrum gives X(F) ,do that mean there is a sinusoid with frequency component F with amplitude proportional to X(F)? Is fourier transform also a frequency density function, if so how we interpret it?