Project Touhou is a game created by ZUN. Touhou (東方) means "Eastern Way" and can refer to some or all of the areas, cultures, or histories within East Asia. Historically the term "The Orient" was widely used to refer to trade goods, artwork, literature, or other items or topics related to countries in East Asia such as China, Japan, Korea, or Vietnam. See Touhou and Japanese culture
The reason that the games of Team Shanghai Alice became widely known as "The Touhou series" is because every single title of their games started with the kanji for Touhou (東方).
See the main page for a list of all official Touhou works.