Exploration in Eve Online includes scanning, hacking, and seeing where the next path leads. This can be done in all areas of space, from high security space to wormholes.
The best way to get started is to do the Exploration career agent missions, which will give you a T1 exploration frigate and some modules, and the Explorer AIR Career program, which will show you which avenues you can pursue in Exploration. Generally speaking, exploration follows a few common steps:
https://wiki.eveuniversity.org/Probe_scanning
https://wiki.eveuniversity.org/Hacking
Utilize our Buyback Program. The Convocation of Empyreans will buy any items collected through exploration and use them in industry operations.
https://www.youtube.com/watch?v=ib3Ka2D_NW4