Prayer or Salah, is an act of worship which is obligatory for muslims. Praying is always facing towards the Kiblah1, in the direction of the Ka'aba2, in Saudi Arabia. When a Muslim hits puberty (which is, in Islam, considered to be an adult), they have to pray all 5 prayers, which are: Fajr, Dhuhr, Asr, Maghrib, and Isha. Allah has stated in the Qur'an, in Surah Ankaboot/Ankabut (about praying): Recite, [O Muhammad], what has been revealed to you of the Book and establish prayer. Indeed, prayer prohibits immorality and wrongdoing, and the remembrance of Allah is greater. And Allah knows that which you do -Surah Ankaboot/Ankabut, verse 45
They are several verses in the Quran about praying, you can see here.