Special effects is a term for the things used in movies to create images that do not exist. There are many different types of special effects, for example, making little models or using computer animation.
Action movies often use special effects to create images that would be dangerous or cost a lot of money to create in real life. For example, if an action movie shows a very big battleship blowing up in flames, it would be expensive to buy a battleship and dangerous to blow it up. For this reason, most action movies use special effects if they want to show something blowing up in flames. A movie maker could make a little model of a battleship that is only a few yards or meters long, and then blow it up while filming with the motion picture camera. This would be cheaper and safer.
Science fiction movies also often use special effects. They usually tell imaginary stories that take place in the future, on other planets. It would be impossible to actually make a science fiction movie on another planet. For this reason, filmmakers use special effects to create images that look like other planets. For example, for a science fiction movie about a world with three suns, the filmmaker could hire computer experts to create an image of three suns which would appear in the background of the movie scenes.
Using a computer to create special effects is called "Computer Generated Imagery" (CGI) or "Computer animation". Most science fiction movies from the 2000s use a lot of CGI sequences.