Orthodoxy means right belief; orthopraxy means right practice. The pair is an analytic tool of the modern study of religion rather than a description most traditions give of themselves, and its use is comparative: it identifies what a tradition treats as the criterion of membership, and therefore what its authorities are authorities in and what its schisms are about.
Christianity is the standard example of an orthodoxy-centred tradition. It produced creeds, ecumenical councils and a precise technical vocabulary for defining belief, and its major internal divisions, Arian, Christological, and the Reformation, were fought over doctrinal formulas, with heresy defined as wrong belief and heresy trials as the machinery for policing it. The reasons are historical rather than essential: a movement that separated from its parent tradition and expanded rapidly across cultures could not define itself by ancestral practice, and the imperial patronage of the fourth century gave doctrinal definition political machinery and made getting the formula right a matter of state.
Judaism, Islam, Hinduism and much of the Chinese and Indigenous world are commonly described as more orthopraxy-centred. A Jew is obligated by halakha regardless of belief, and Judaism has no creed with the standing of the Nicene, Maimonides' thirteen principles are influential but were contested from the moment they appeared. Islam has a short and widely shared creed but developed law far more elaborately than theology, and its schools are legal rather than doctrinal. Hinduism accommodates radically divergent theologies while treating practice, lineage and observance as the operative categories, and its own classical marker of orthodoxy, astika against nastika, turns on the acceptance of the Vedas' authority rather than on any doctrine of God.
The distinction should not be pressed hard, and specialists routinely warn against it. Every tradition has some of both: Judaism and Islam do maintain doctrinal boundaries and have prosecuted their violation, and Christianity has always cared about conduct and has excommunicated for it. There is also a bias built into the pair, since taking Christianity as the orthodoxy case makes every other tradition's doctrinal life look like a deficiency, a criticism made more broadly of the "world religions" framework, which took shape in nineteenth-century Europe on largely Protestant assumptions about what a religion fundamentally is. Used with care, however, the distinction explains a good deal: why one tradition's authoritative literature is a body of law and another's a set of creeds, what its scholars are trained to do, and what people in it argue about when they argue about religion.