Harry's Aunt Marge (as he was forced to call her), visited the house at various points during Harry's childhood. These memories are recalled in Harry Potter and the Prisoner of Azkabanwhen Aunt Marge comes to visit. This is the first time the reader meets her.
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Dudley's Aunts name is Marjorie Dursley, or 'Aunt Marge', played by Pam Ferris in the film of Harry Potter and the Prisoner of Azkaban.
I don't see what Jennifer Aniston has to do with it...
Petunia Dursley is the sister of Lily Potter, Harry's mother. This makes her Harry's aunt. Vernon is her husband Harry's uncle, and Dudley is their son, his first cousin.
Harry Potter's aunt and uncle are Petunia and Vernon Dursley. Petunia is the sister of Lily, Harry's mother. The Dursley's raised Harry after the death of his parents. They also have a son called Dudley Weasley who is a month older than Harry.
He lived with his aunt and uncle because his parents had been killed and they were his only remaining family. As hsi aunt was his mother's sister it enforced some old magic which helped protect Harry.
Harry Potter's aunt is Petunia Dursley, née Evans. Petunia is Harry's mother, Lily's, sister. Petunia and her husband Vernon raised Harry after the death of his parents.Vernon Dursley also has a sister, Marge, whom Harry is forced to call Aunt Marge.
Harry Potter is not related to the Malfoy's to the best of my knowledge. I suppose Harry's godfather is related to the Malfoy's but since his godfather isn't his flesh and blood that doesn't technically count.