In general, the term DNA microarray refers to a small surface (glass slide or similar) to which a high number of single-stranded DNA molecules, usually not very long (25-200 bp depending on manufacturing process) are orderly attached (in the sense that we know each sequence and its position in the array. 

Probes can be derived from exons, or from any kind of other special interest sequences, suche as gene promoters, or enhancers and so on. Or even be derived from the entire genome sequence, without any bias, and with fixed spacing: for example, microarrays exist that contain probes for sequences of ca. 30 bp spaced regularly at 50bp intervals in the Human Genome. We call them "tiling microarrays". 

Special microarrays also can be made: for example, to study methylation, we can make probes that carry all possible C-->T conversion due to bisulfite treatment-PCR.   

I explored many web pages on microarrays, but at the end I think the most complete is still the Wikipedia page at: 

https://en.wikipedia.org/wiki/DNA_microarray