This is a mounting system for filters which attaches to the front of the camera lens via its filter thread and has slots for inserting two or more filters. Often there will be a slot closest to the camera lens for inserting a dedicated polarizing filter which can be rotated independently of the rest. The other slots accept square filters such as graduated filters or neutral density filters like the Lee Big Stopper.
Filter holders are used for square filter systems and are somewhat bulky and fiddly to use, but they do allow you to combine filters, which is especially useful in landscape photography. They come in a couple of different sizes, the most common accepting filters 100mm wide, though there are pro systems which take 150mm filters. Usually you can mix and match different brands of filters and holders as long as they conform to the same standard size.
The filter holder may come with one or more adapter rings to fit your lens’s filter thread, or you may need to get these separately. You can also get different step up rings to bridge the gap between different lens filter threads and filter sizes.