* The Orion Nebula is *inside* the Milky Way galaxy. It's a giant cloud of gas and dust where stars are forming, located within one of the Milky Way's spiral arms.
* Distances within galaxies are measured relative to the galactic center. So, you wouldn't talk about the distance of the Orion Nebula *to* the Milky Way, but rather *from* the galactic center.
The Orion Nebula is about 1,350 light-years from the galactic center. That's relatively close to the center, considering the Milky Way is about 100,000 light-years across.
Let me know if you have any other questions about the Orion Nebula or the Milky Way!