Are “of the order of n” and “Big O” the same thing?

Question

I am learning from the MIT course Introduction to Algorithms.

The professor says:

Now, remember $\Theta(n)$ is essentially something that says "of the order of $n$".

What does "of the order of $n$" mean? Are "of the order of $n$" and "Big O" the same thing?

Please provide the name of any widely recognized textbook that contains detailed explanation about this.