Oscillators are circuits that create an AC signal. They ussually do this by inverting and delayed feedback - which is feeding the circuit its own output as an input.
A Voltage controlled Oscillator will have elements Like a reverse bias high capacitance diode or varactor that are changed by application of a control voltage. These changes will cause a shift in the oscillators frequency tuning.
A phase detector looks at two signals (one of them its own VCO for a PLL) and outputs the difference frequency. A phase locked loop or PLL is the normal method of doing this. It is a VCO that feeds back the phase difference as its control voltage. This allows it to demodulate FM radio signals.
Another use is clock syncing. If the clock drifts it creates a phase difference that controls the VCO back towards sync. The synced clocks willl have a flat 0 volt signal for the phase detected.