Why are they called Indo-European language?

Indo-European languages include English, Spanish, Russian, Hindi, Persian, French, German, Bengali, Urdu, Irish, Lativian, Norwegian, Punjabi, Greek and etc.
I am curious why they are classified as a one big family of Indo-European.

Are there any common features that merge them into one family?
For instance, Russian and Urdu or English and Punjabi seem totally different language to me so I don't know why they are called as Indo-European languages.

english: mother
latin: mater
german: mutter
sanskrit: matar

english: brother
persian: bradar

etc.

english: mother
russian: мать
italian: madre
slovenian: mater
croatian: mati

etc.

<<For instance, Russian and Urdu or English and Punjabi seem totally different language to me so I don't know why they are called as Indo-European languages. >>

When you compare the IndoEuropean languages to others, you can see that some of the other (non IndoEuropean) langaures are *really* different.

Example: Most IE languages use alphabets. They usually have sentences with multiple relatively short words with separate nouns adjectives, and verbs (with or without lots of inflections). Some of the non-IE languages dont use alpahbets, and some tend to cram a whole sentence into a single word.