The Holocaust refers to an event that took place in the late 1930s and early 1940s, basically before and throughout World War II, when millions of Jews, Gypsies, and other people deemed "undesirables" were either killed outright or rounded up and placed into concentration camps. Within those concentration camps, people were forced to do work that supported the war effort of the Axis nations (Germany, Italy, etc) against the Allies nations (England, United States, France, Norway, Russia, etc). Those were the relatively lucky ones; the unlucky in the concentration camps were stripped naked and sent to the gassing chambers, where they died. Their bodies were cremated on site, or thrown into pits for mass burials.
There is so much more that happened in the Holocaust that I can't get into in this small space here. 6 million Jews were died in the gas chambers, basically by murder. It's an extremely complex event that spans the political and social realm and deeply delves into history. But most importantly, it is REAL. There are answers from people here who apparently think the Holocaust is a fake, or a hoax...I don't know how they can believe that, because there are thousands of pieces of evidence that say otherwise. There are remnants of concentration camps in Austria and Poland that have been turned into museums. There is the Holocaust Museum in Washington DC. There are photos, documentaries, memoirs, books, and people's memories of the time they have spent in the war, in the concentration camps, or hiding from the Nazis who were trying to find and kill them.
If you're interested, some books to be introduced to:
Diary of Anne Frank - by Anne Frank
Night - by Elie Wiesel
Maus - by Art Spiegel (this is a graphic novel)
About that Oprah bit - that happened a while back. Basically, two Holocaust survivors, a man and his wife, went on Oprah because she heard that the story of their love began when the man, as a young boy, was saved from starvation in a concentration camp by a young girl who threw apples over the fence. Years later, after both had immigrated to America, a change meeting brought them back together and they got married. The problems with this story was that a) it was unlikely that a girl would have apples to throw, because starvation was rampant in those days, and b) it was very improbable that she could throw them over the fence, because it was a high fence with lots of guards around who didn't let anyone near, and c) their own family members (the man's brothers, who kept him alive in the concentration camp) disputed it. It was true that both survived the Holocaust years. The apple part - well, probably not.
Wikipedia is a starting point. Also, lots of reading (the three books listed above, and more), visits to museums, and Holocaust information sites online.