There are two different ways to make queries. The simplest way to make a query is to use Database_Query, via DB::query, to manually create queries. These queries are called parameterized statements and allow you to set query parameters which are automatically escaped. The second way to make a query is by building the query using method calls. This is done using the query builder.
All queries are run using the execute method, which accepts a Database object or instance name. See Database_Query::execute for more information.