Databases usually work on relational model: you have tables (simplifying: like a spreadsheet), and relations between them - one-to-one, one-to-many, many-to-many, etc, meaning for instance that one record in table A has many related records in table B. You can retrieve data from them as rows (collection of values representing rows from table/tables) More in wikipedia.
Modern programming languages use object model. Objects have methods, attributes (simple or complex) etc.
ORM software does a transition between those models. For instance, it puts all related records from table B into an attribute of object A. This kind of software makes it easier to use relational databases (most popular kind) with object programming languages.
