A Triple Store is a Tool that has some form of persistent Storage for RDF Data and enables to run SPARQL Queries against that Data. A variety of Triple Stores exists, a huge range in fact [http://www.garshol.priv.no/blog/231.html].
For example the Apache Jena works for the Jena Framework for RDF. It provides an API to use and one can set up a Triple Store as well as a Programming Interface to use this Triple Store not only with a SPARQL Endpoint but also from a Program.
The Open Link Virtuoso is one of the best known Triple Stores which is large Triple store with large Data and it also an be combined with regular traditional Relational Database that is also available from Open Link.
W3C maintains a list of Triple Stores [http://www.w3.org/wiki/SemanticWebTools#RDF_Triple_Store_Systems]