There are INNER AND OUTER JOINS. I think this post sums up those differences well.
What is the difference between "INNER JOIN" and "OUTER JOIN"?
As far as the concept itself you are 'joining' the tables by finding things in common between them based on a shared value in each. If you have ever done a vlookup with Microsoft Excel then you are familiar with this concept. In the query you've posted you are selecting values from both the Orders and Customers table. You can tell which table you are selecting values from by the prefix Orders. or Customers. You can then tell which column by the value following the dot i.e. OrderID, CustomerName, OrderDate.
The way the query knows to pull a conjoined field is if the CustomerID field matches.
So step by step
You are selecting
SELECT Orders.OrderID, Customers.CustomerName, Orders.OrderDate
From the table Orders
FROM Orders
You wish to pull corresponding values from Customers. There are numerous join methods and logic that goes with each but you have chosen INNER JOIN explained in the link above.
INNER JOIN Customers
The criteria for joining is CustomerID
ON Orders.CustomerID=Customers.CustomerID;
To use an approximate Excel Vlookup analogy
The Lookup_value is CustomerID
The Table array is ORDERS
The range lookup is the type of join you are performing