You can check out these amazing books for more information about the Sun.
The Milky Way is a spiral galaxy. It is believed that it consists of a central bulge, 4 major arms, and several shorter arm segments. The Sun and the rest of our solar system is located near the Orion arm, between two major arms, Perseus and Sagittarius. The diameter of the Milky Way is about 100,000 light years and the Sun is located about 28,000 light-years from the Galactic Center. It has been suggested fairly recently that ours is actually a barred spiral galaxy. That means that instead of a bulge of gas and stars at the center, there is probably a bar of stars crossing the central bulge.
Everything in the known universe rotates on an axis and orbits something else in space. The Sun is no exception. Here is the NASA webpage about the sun’s movements through space. Astronomy Cast offers two good episodes: one is about the mysteries of the solar system and the other is about solar system movements.