Calories are what food consists of. There are three types of calories: Protein, Fats and Carbohydrates, which are called macro nutrients. All foods that contain calories are made up of different ratios of these 3 types of macro nutrients. 1 gram of both protein and carbs provides 4 calories each, while 1 gram of fats provides 9 calories.
Caloric intake is directly related to body weight and body weight changes. Each person burns a certain amount of calories per day, which we refer to as maintenance calories. In other words, if a person were to eat their maintenance calories every single day, they would stay the same weight.