Arduino is an open-source electronics platform based on easy-to-use hardware and software. Arduino boards are able to read inputs - light on a sensor, a finger on a button, or a Twitter message - and turn it into an output - activating a motor, turning on an LED, publishing something online. You can tell your board what to do by sending a set of instructions to the microcontroller on the board. To do so you use the Arduino programming language (based on Wiring), and the Arduino Software (IDE), based on Processing.
Arduino is the third and oldest of the progamming languages supported by Circuit Playground Express. Arduino has over a decade of projects and history, so you'll find a lot of existing code that you can use with your CPX.
Arduino is essentially C/C++ with a built in library of hardware interfaces. It is the most low-level of the three languages - you can embed assembly, write ultra-fast code, and you get the full use of the entire memory and filesystem. But... its harder for beginners to use! If you're an Arduino expert you may want to just use CPX with the Arduino IDE.
If you're starting out on your coding journey, check out MakeCode first.
If you want fast development without uploading/compiling or memory management, check out CircuitPython. It's not as clock-cycle-fast as Arduino but is faster to code in, simpler and more fun.