Are all the visible stars within the Milky Way?

I know there are around 4000 to 5000 visible "stars" (galaxies, comets, stars, planets....) and I also know that the bright band of stars is the Milky Way. It is as if we are sitting on the midde of a frisbee (the galaxy) and looking out at the densest part when we see that band (points ON the frisbee). ... show more I know there are around 4000 to 5000 visible "stars" (galaxies, comets, stars, planets....) and I also know that the bright band of stars is the Milky Way. It is as if we are sitting on the midde of a frisbee (the galaxy) and looking out at the densest part when we see that band (points ON the frisbee). But what about all the objects that are not in that band? Are they other galaxies of mostly just other stars in our own galaxy that are "above" or "below" the spiral?
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