Answer:
A visa is the legal tool that lets someone who is not from the United States come to our border and ask for permission to enter, and there are many different types of visas which all have their own rules and limitations.
If you want to study in the United States within a full-time program, for example, and you aren't from the US, then you need to ask the department of state for a Student Visa.
When you receive your Student Visa you will come to a US port-of-entry and ask US Customs and Border Patrol if you can enter. If you are admitted, then you must uphold the responsibilities of your Student Visa while you are allowed to stay here.
If you come from one of the countries which participate in the Visa Waiver Program, WVP, and you want to visit the United States, you may not need a Visa to come to a United States port-of-entry to be inspected.
See the related links for more information on Visas.