Rapid prototyping is the name given to a host of related technologies that are used to fabricate physical objects directly from CAD data sources.
These methods are generally similar to each other in that they add and bond materials in layerwise-fashion to form objects. This is directly the opposite of what classical methods such as milling or turning do. Objects are formed in those processes by mechanically removing material.
But there are many differences between the types of systems that are now available fro rapid prototyping work.
Fortunately, complete details on all the systems and their operating characteristics can now be found in an extensive on-line tutorial at: http://home.att.net/~castleisland/rp_int.htm