You don’t buy a passport, you apply for a passport that your country issues for you. I’m guessing you’re from the USA, so here: https://travel.state.gov/content/travel/en/passports/apply-renew-passport/how-to-apply.html
When you enter or leave a country they denote it by stamping your passport at the border.
A visa is a document produced by a country that allows a person to enter it. Many countries have visa waiver programs for certain others countries, meaning they don’t require a visa to enter if you’re from the country. For example if you’re American you can freely enter any country in the European Union without a visa. If a country does require a visa, you need to get one at that country’s consulate/embassy in your own country.
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