A nucleus has one or multiple electrons orbitting around it. In principle, the electron can move at every distance from this nucleus. But because of the interaction between electrons and the nucleus (Coulomb force), the electrons will only move in a spherical (between us: for s-electrons) space around the nucleus, which we call the orbital.
When we observe the orbit of one electron, we will see that an electron mostly (!) (so with a certain probability!) has a certain distance from the nucleus, called the Bohr radius.