An alloy is a mixture of two or more chemical elements at least one of which is a metal.  They're usually made by melting the metals and mixing them together whilst molten (in liquid form) then leaving them to cool and solidify.

Some of the most common alloys are brass which is 35% zinc 65% copper, stainless steel which is 18% chromium 80.6% iron 1% nickel and 0.4% carbon, steel which is 99% iron and 1% carbon.  Bronze is 87.5% copper and 12.5% tin and sterling silver is 92.5% pure silver, 7.5% other metals but usually copper. 

Modifying the properties of a metal by mixing it with another substance forms an alloy.  The reason for using an alloy is because pure metal is often too soft to be fit for purpose so by mixing it with an alloy, it adds strength and may also bring other properties which may be beneficial such as making a metal less prone to rust or making it a more efficient conductor of heat.

Alloys are always harder and stronger than metal in its purest form because of the configuration of the atoms.