RAID0 is a way of using two hard drives to spread the data around. There are other RAID systems that do different things. But RAID0 was very popular among gamers because such an array can perform a little faster than a single drive, and many gamers want every advantage they can get! However, let me emphasize "little faster". Today's HDD's are VERY much faster than the ones ten years ago when RAID0 was SO popular, so now there is less advantage to a RAID0 array. On the other side of the balance, the way a RAID0 array splits data between two drives means that BOTH drives must work. If either of them fails, you lose EVERYTHING on both drives in most cases. So the probability of losing everything on a RAID0 array is twice as bad as if you had only one single drive. RAID0 users really should put extra attention to maintaining frequent backups to restore from after a disaster.
eSATA is a special version of the SATA interface system for hard drives etc. with enhanced features. The most important are support for "hot swap" capabilities (used if you plan to connect or disconnect the external drive while the computer is powered up and running), and support for longer connection cables (using higher signal voltages) than internal drives, so that you can have the external device outside the case and positioned in a convenient place. Usually if your mobo has an eSATA port built in, it is actually supplied and managed by a separate chip from the one that provides regular internal SATA ports. This usually means that, to use the eSATA port, you must install a software driver for that device in your OS. That drive often is on a CD of software etc. that came with your mobo or computer. If you check your manual, there is probably a section in it about running some utility from the CD AFTER you have your OS installed so that the utility can install the right drivers for all the devices your mobo has (eSATA is only one of many).
The most common use of an eSATA port is to connect an external HDD unit. Assuming it is designed properly, that external unit will perform just as fast as an internal SATA unit. USB2 cannot be that fast, but the new USB3 is. Many manuals spend a lot of time talking about how to use RAID features built into the mobo's HDD controllers and their ports. Some have ways to use the eSATA port in addition to the internal SATA ports to combine many drives into RAID arrays of one type or another. However, you do NOT have to use the eSATA port for a RAID drive - it can be used for a single drive that is NOT part of any RAID array.