Petrol, kerosene and diesel oil are all obtained from crude oil, which is separated into fractions by fractional distillation. Petrol fuels most cars, kerosene fuels aircraft and diesel oil fuels lorries, buses and trains. Methane is the main compound in natural gas, which is used for heating and cooking.
All of these are fossil fuels. They formed over millions of years from the remains of ancient living things. Because they are being used much faster than they are made, they are non-renewable. Once the supply has been used up it cannot be replaced in a human lifetime, so one day it will run out.