“Episcopal” means “a church governed by bishops”. Many of the largest Christian denominations are episcopal (little “e’) in nature: the Catholic, Anglican\Episcopal, Lutheran and Orthodox churches are divided into a large geographic area (typically an entire nation) that’s called a province. Each province is headed by either an archbishop or some sort of legislative body, such as House of Bishops in The Episcopal Church in the US or the General Synod in the Church of England in the UK. Each province is subdivided into dioceses, with a bishop at its head, governing from a cathedral. The diocese is then subdivided into parishes, with one church per parish. Although Anglican and Lutheran churches aren’t hierarchical in the same sense that Catholic and Orthodox churches are, the jist of it is that orders come from the top to the bishop, who carries them out at the diocesan level.
England just can’t do anything simply, and that’s where royal peculiars come in. A royal peculiar is a church under the direct jurisdiction of the British monarch instead of a bishop. The most famous royal peculiar is the Collegiate Church of St Peter at Westminster, better known to most as Westminster Abbey.
Of course, the current Queen doesn’t actually the handle day-to-day affairs of Westminster Abbey. That’s handled by a college of canons, hence “collegiate” in the official name. The college is a group of secular priests (as opposed to a monastic order) who run the church. Confusingly, one of the canons also serves as the rector of next-door St. Margaret’s Church, which is the parish church of the Houses of Parliament, and is subject to the jurisdiction of the Bishop of London.