It’s not a programming language but rather corresponds to a set of techniques using various technologies to send and retrieve date to and from a server asynchronously, meaning without having to reload the whole page.
At the begining, AJAX used the following technologies that gave it its name :
-XML for data exchange with the server.
-XMLHttpRequest object for asynchronous communication.
-HTML and CSS for the presentation of data.
AJAX is today a generic term used to designate any client side technique( browser side) allowing to send and retrieve data from a server and dynamically update the DOM without require a complete refresh of the page.
If you don’t get it all and need a visual or example, check the w3schools link below, there are some example that will allowed you to understand clearly what it is and how it works !