A planet that orbits a star outside the Solar System is called an exoplanet, or extrasolar planet.
The term covers planets orbiting stars other than the Sun, whether they are rocky worlds, gas giants, ice giants or objects with properties unlike anything in our planetary system. Some exoplanets orbit ordinary main-sequence stars, while others have been found around pulsars, stellar remnants and very cool stars.
Exoplanets are usually too faint and too close to their host stars to be photographed directly. Astronomers commonly infer their existence by observing effects on the star, including periodic dips in brightness during a transit or tiny changes in the star’s motion caused by the planet’s gravity.
A moon is not an exoplanet simply because it is outside the Solar System: it is a natural satellite, and an exomoon would orbit an exoplanet. A dwarf planet, by contrast, is a classification based on its properties and location in a planetary system. “Planetesimal” refers to a small body involved in planet formation, not necessarily a mature planet.