A passport is a document issued by your federal government as identification, particularly for travelling across borders. A visa is a document issued by a destination country showing the traveler has permission to be there. A visa is usually attached to a page in your passport book and is not always required, depending on your citizenship, residency status, destination, and length of stay.
Countries often issue visas specific to your reason for travel, such as study, work, or tourism. Depending on the category of visa you need, you may need to provide documents via an application. Always be honest in your visa application, and know what's permitted under the type of visa you get.