What are APIs and how are you supposed to use them?

Ok I'm seriously confuse on APIs when scripting. I hear people say them but I don't understand what they are. Can someone please explain it to me? And possibly tell me how to use them?

An API is an outside script (in roblox, usually a moduleScript) that lets you call serversided objects.

Take a Discord API for example: you don't want to call every http request yourself, so you create a function in another script that does that for you, so you can simply do SendMessage("Hello")