The electrons in an atom do not follow a fixed orbit like planets orbiting the sun. Electrons are subject to the laws of quantum mechanics, which means their motion is very different to normal, life-sized objects. We describe their location within atoms in terms of three-dimensional "clouds" called orbitals. An orbital can from an atom in your hand may temporarily be on the other side of the moon, but it is only very rarely there, so rarely in fact that we can ignore it for the purposes of understanding the behaviour of atoms.
There are three p orbitals in a p subshell. They are labelled px, py, and pz. The px orbital points along the x-axis, the py points along the y-axis and the pz points along the z-axis. This means that the three p orbitals are all at 90° to each other (perpendicular and orthogonal are two words you may see used to mean the same thing).
The d orbitals have slightly confusing names. From left to right, they are: dz², dx²−y², dxy, dxz, and dyz.
Sometimes, particularly when discussing d orbital splitting in complexes, d orbitals are arranged into two groups based on their symmetry. The dz² and dx²−y² orbitals form a group called eg, while the dxy, dxz and dyz orbitals form a group called t2g.