A calorie is neither a compound nor an element. A calorie is a unit of energy.
1 calorie is defined as the amount of energy required to raise the temperature of 1 gram of water by 1 degree Celsius. This unit is abbreviated as 'cal'.
A calorie is related to the standard energy unit (in MKS system), Joule as:
1 cal = 4.184 J (joule)
It is related to another famous energy unit, British Thermal Units (or Btu) as:
1 Btu = 251.9988 cal.
Just a note, the Calorie used in food ratings is actually equal to 1000 calories or 1 Kilocalorie.
i.e., 1 Cal = 1000 cal.
This was first defined in 1824 as a unit of Heat. Also note that the traditional definition of calorie is the amount of heat required to raise the temperature of 1 gram of water from 14.5 degrees Celsius to 15.5 degrees Celsius.