In the same way that Apple tightly controls the App Store, it also controls what can and can't be done to the iPhone. These controls include preventing users from modifying some parts of the iOS, the operating system that runs on the iPhone.
Some people remove those controls by jailbreaking their phones
, which allows them to install apps that are not available in the App Store, among other things. These apps aren’t in the App Store for various reasons: quality, legality, security, doing things that Apple wants to prevent for one reason or another.
Want to Get Apps That Are Not In the App Store?