Orion is a constellation in our galaxy, the Milky Way.
Orion is a constellation
There is no galaxy specifically known as "Orion Galaxy". Of course, there are millions of galaxies in the Orion constellation, just as there are millions of galaxies in any other direction.
The Orion nebula is part of our own galaxy (the Milky Way). The Orion nebula is about 1500 light-years away from us. Our galaxy is about 100000 light-years across.
Orion is not a galaxy. It is an open star cluster in the Milky Way. It is also a nebula.
Orion is a constellation, not a galaxy. The stars in it appear to form a pattern but they are not a unit and they are all completely different distances away. So there is no definitive distance that you can say Orion is away from us. You can only talk about the distance of individual stars that are in it.
Orion is a constellation. See related questions.
In the Orion Arm.
A constellation
The Orion arm is one of the major arms in the Milky Way galaxy.
It was simply called 'The Galaxy'.
Orion
Venus is the 2nd Planet in Our Solar System. Our Solar System is in The Solar Neighborhood. The Solar Neighborhood is in The Orion Arm. The Orion Arm is on The Milky Way Galaxy.