Cayenne is a hot red chili pepper [the culinary spice, not the Nineties rock band], and is used in a wide variety of world cuisines, ranging from Creole and Cajun to Indian, Szechuan to African and Latin American. Cayenne is used to add bite to savory dishes, particularly egg and cheese specialties.
Cayenne powder is finely ground from the seeds *and* pods of various types of chiles. Cayenne powder may look similar to paprika in its orange-red color, but proceed carefully! Cayenne is much stronger! When used as a condiment, go sparingly. Hot, pungent and biting, cayenne has a 30K - 50K Scoville Unit rating.
The uses of Cayenne pepper are staggeringly diverse. Cayenne powder is a key ingredient of a variety of hot sauces, brings fire to many vinegar-based barbecue sauces. Buffalo wings sauce contains Cayenne pepper, as does Worcestershire sauce.
Cayenne also adds some zip to everything from breading for fried foods to soups, curries, and egg dishes. Meats, whether poultry, fish, beef, or pork, are enhanced by the judicious use of cayenne powder as well. Some classic dishes that feature cayenne powder are chili, Cajun jambalaya, and Kung Pao chicken.