What are the wordpress core files?

I am new to wordpress, so please excuse me if this question is put in the wrong spot. In the features section of the wordpress “for beginners” pages it says you can have wordpress display as http://www.yoursitename.com instead of http://www.yoursitename.com/wordpress because it has a “portable core.” How do i achieve that?

Thank you! That was exactly what i needed to do.