A scene is a unit of story that takes place at a specific location and time. If one of these changes, you have a new scene.
This is two scenes:
INT. PETE’S ROOM – NIGHT
He turns off the lamp and quietly nestles himself under the covers...
INT. PETE’S ROOM – DAY
A SCREECHING alarm wakes him abruptly.
This is also two scenes:
EXT. BACKYARD – NIGHT
Masks pulled down, they insert the pick into the lock. They turn the torque wrench and enter...
INT. LAUNDRY ROOM – CONTINUOUS
They creep quietly, cat-like.
The specific, minutiae of the definition of a scene can vary slightly from person to person, so make sure you get clarification if necessary (if an executive is giving you notes on an example like the above, for instance, and says “Lose this scene, but not the one after it.”).