Doctrine is a tool for object-relational mapping in PHP. It sits on top of PDO and is itself divided into two main layers, The DBAL and the ORM. See the picture below.
The DBAL layer completes and extends the basic database abstraction/independance that is already provided by PDO. The DBAL library can be used standalone, if all you want is a powerful database abstraction layer on top of PDO. [Link to DBAL download here].
The ORM layer depends on the DBAL and therefore, when you load the ORM package the DBAL is already included.
+++ The terminology used in the manual
**Entity class** : A class whose instances are persisted into a relational database (classes that inherit directly or indirectly from Doctrine::ORM::Entity).
**Entity** : An object that is an instance of an Entity class.