Don Draper is the Creative Director at the Sterling Cooper advertising agency. He hasn't always held that job, of course, or even always had that identity.
Draper fought in World War II and assumed the identity of a fallen fellow soldier once he returned to the States. Therefore, the world of advertising is a perfect fit: Don's entire life is selling a version of himself to those around him.
He lives in Ossining, New York, with his wife Betty and their two children, Sally and Bobby. However, at the end of season three, Betty left Don after she learned of his past as Dick Whitman.
Don: We should get married.
Midge: You think I'd make a good ex-wife?
Don Draper: Let me ask you something, what do woman want?
Roger Sterling: Who cares?