Purim is named after the object that sets the plot in motion. Haman casts the pur, the lot, to fix the day for the destruction of the Jews, and the festival keeps the plural of that word as its name, so the feast is called after the instrument of the intended massacre rather than after the deliverance. It is kept on the fourteenth of Adar with four obligations: hearing the scroll read publicly, twice, evening and morning; sending portions of food to friends; giving gifts to the poor; and a festive meal. The custom of drowning out Haman's name with noise during the reading, and the licence of costume and drink, grew around those obligations over centuries.
Whether the events happened is a separate question from what the book does. No Persian source records a Jewish queen, and Herodotus names the queen of Xerxes, with whom Ahasuerus is usually identified, as Amestris, daughter of a Persian noble. The book's picture of the Persian court is vivid and in many details accurate, its Persian loanwords are genuine, and its knowledge of Susa is real, but the plot is built on symmetries and reversals that read as literary design rather than as chronicle.
Most scholars therefore treat it as a diaspora novella, written to answer a question the exile made urgent: how a scattered people without a state, a temple or a visible God survives a decree it has no power to revoke. Read that way, Esther's decision to disclose her identity at the risk of her life is the centre of the book, and the absence of God from the text is the point rather than an omission.