The term "drama" when applied to film or theatrical arts is a rather broad term. It generally refers to a realistic depiction of some sort of emotional setting, such as a lost child, alcoholism, love. As sub-categories, you will often see crime drama, melodrama, love drama, comedic drama. Many people often confuse the difference between "drama" and "action-movie" (often depicted by wild car chases, physical fight scenes, etc), although the two can combine.
I hope this helps to answer your question, but feel free to ask further questions! :D