Oracle Database is a robust and versatile database owned by Oracle Corporation. It is as well a relational database management system (RDBMS) that is responsible for managing resources such as users, tables, databases, etc.
It usually runs as a background service to make the server available to be accessed at any time. Thus, stopping the service makes the RDBMS inactive and unable to receive requests.
A relational database is a type of database that commonly utilizes tables to group clusters of data, and these can also be linked to each other to create relationships between them.
An object-oriented database (OODB) is another type of database that stores data as objects, as if managing data in object-oriented programming languages.
This video shows how to install Oracle Database XE 11g on Windows. Watch the video until 6:45, as the next part shows how to install Oracle SQL Developer, which is irrelevant in this page.