I have again been tempted to answer a bad question with an encyclopedia-style answer. (Questions regarding the distinction between XeTeX and XeLaTeX and how they relate to TeX and LaTeX?Questions regarding the distinction between XeTeX and XeLaTeX and how they relate to TeX and LaTeX?) Would it be better to post this as an additional answer to the linked dupe?
replaced http://tex.stackexchange.com/ with https://tex.stackexchange.com/