(1) Let $X$ be a finite-dimensional vector space, $W \subset X$ a vector subspace.
A complement of $W$ in $X$ is any subspace $S \subset X$ such that
$$X = W \oplus S.$$
(2) Let $X$ be a finite-dimensional inner product space, $W \subset X$ a vector subspace.
The orthogonal complement of $W \subset X$ is the subspace $W^\perp := \{x \in X \colon \langle x,w \rangle = 0 \ \forall w \in W\}$. The orthogonal complement satisfies
$$X = W \oplus W^\perp.$$
Therefore, the orthogonal complement is a complement of $W$.
(3) Let $X$ be a Banach space, $W \subset X$ a closed vector subspace.
A (Banach space) complement of $W$ in $X$ is any closed subspace $S \subset V$ such that
$$X = W \oplus S.$$
(4) Let $X$ be a Hilbert space, $W \subset X$ a closed vector subspace.
The orthogonal complement of $W \subset X$ is the subspace $W^\perp := \{x \in X \colon \langle x,w \rangle = 0 \ \forall w \in W\}$. The orthogonal complement is a closed subspace of $X$, and satisfies
$$X = W \oplus W^\perp.$$
Therefore, the orthogonal complement is a (Banach space) complement of $W$.
Edit: As Nate Eldredge points out in the comments, in the case where $X$ is an inner product space (of any dimension) and $W \subset X$ is not necessarily closed, then what we have is
$$X = \overline{W} \oplus W^\perp.$$
If $X$ is finite-dimensional, then any subspace $W \subset X$ is automatically closed, and so $\overline{W} = W$ in that case.