Overview:
This SO question may clear up your questions regarding "What is JVM, Hotspot and OpenJDK".
Basically:
JVM means Java Virtual Machine. The JVM is the underlying runtime that executes java bytecode. There are multiple different implementations out there, all implementing the Java Virtual Machine Specification
HotSpot is the most used implementation of the JVM concept. It is used in both, Oracle JDK and OpenJDK. Oracle's JDK can be downloaded on oracle's website, currently http://www.oracle.com/technetwork/java/javase/downloads/index.html. This is "the typical JVM you will find on a normal user's windows machine".
OpenJDK is the open source project maintaining and impelmenting the HotSpot JVM, but also many other projects beside the JVM such as Graal or VisualVM. On Ubuntu for example you can install this OpenJDK (current version 8) by running sudo apt-get install openjdk8
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Conclusion:
While this explaination is not really perfect, it may be good enough to understand that there is no big difference between Oracle JDK and OpenJDK. If you are interested in a little more info on this, have a look at the SO question Differences between Oracle JDK and Open JDK
JDK / JVM sourcecode:
If you are interested in the source code, OpenJDK is the way to go. Here you can find the current OpenJDK 8 (which includes the HotSpot JVM). Its source code can be found here. It also states how to download the source code:
The jdk8u-dev forest for ongoing development can be cloned using this command: hg clone http://hg.openjdk.java.net/jdk8u/jdk8u-dev;cd jdk8u-dev;sh get_source.sh .
The corresponding master forest jdk8u can be cloned using this command: hg clone http://hg.openjdk.java.net/jdk8u/jdk8u;cd jdk8u;sh get_source.sh .
In addition, the source code for the last release, 8u66, is available by cloning the 8u master forest : http://hg.openjdk.java.net/jdk8u/jdk8u and using the 'jdk8u66-b17' mercurial tag.