That is because it consists of several parts.
I referred to the encyclopedia to find information on the solar system.
Comets.
The gas giant Saturn is located in the solar system orbiting the star Sol, sometimes referred to as the "Terran System."
Often referred to as Astronauts, Solar System explorers are more accurately called Cosmonauts.
Mars is the only planet in the Solar System that is distinctly red in colour. It is commonly referred to as the Red Planet.
There are only eight planets in the Solar System. The celestial body commonly referred to as the "ninth" planet in the Solar System is Pluto, which has been reclassified as a dwarf planet in recent years.
Planets and moons that orbit the sun are generally referred to as celestial bodies or astronomical bodies in the context of our solar system.
Most of the asteroids in our Solar system are located between the orbits of Mars and Jupiter. It is referred to as the Asteroid belt. They are rocky remnants left over from the early formation of our solar system about 4.6 billion years ago.
To the extent that "other solar systems" are referred to at all, they are referred to by the name of the central star. So if planets were discovered to be orbiting around the star Tau Ceti, it would be called the "Tau Ceti system".
It isn't. Our solar system is simply called the solar system. The Milky Way is the name of our galaxy, which contains the solar system and several hundred billion other stars. The name refers to one the the spiral arms which is sometimes visible in the night sky. Greek legend told that this band of light was formed when milk was spilled across the sky.
Natural objects that orbit a star form that star's solar system. The name comes from the name of our star, which is Sol. Earth is part of the Solar System. Another star's system might be referred to by the name of that star, as in the Polaris System.
It is very unlikely there are unknown planets in our system,, although beyond the kuiper belt, at the very far edge of our solar system some believe there may be another planet. It is referred to as "Planet X".