Cydia is an iOS Jailbreak package manager created by saurik in 2008. You can install the so called tweaks with it. Supported are the iOS versions 1-14. The App is now abandoned and the go to package manager for iOS 15 and above is Sileo. But you get Cydia by Jailbreaking your iPhone. It comes with almost every Jailbreak but can also be installed manually via the command line.
Here’s how you Jailbreak your phone: https://ios.cfw.guide/
DO NOT TRUST RANDOM SITES AND ESPECIALLY NOTE THAT THERE IS NO CYDIA FOR iOS 16 ;)