java.util is a package which contains many classes. One of those classes is Scanner.
If a program imports java.util.*, then the entire java.util package is imported which includes the Scanner class and many others.
If a program imports java.util.Scanner, then just the Scanner class in the java.util package is imported.
The Random class is also a part of the java.util package. If a program imports just java.util.Random, then that program could use the Random class, but not the Scanner class (even though both classes are in the java.util package).