When you are "bored" it means that you don't have anything fun or interesting to do. You're not having fun. You might get bored when:

• you're talking to someone who's not very interesting
• you're working on some work that you've already done many times before
• you're waiting in the waiting room at a doctor's office for a long time

When someone says that they "are bored" they are complaining.

A: Mom, I'm bored.

B: Stop complaining!