adb stands for Android Debug Bridge. It's used by developers to communicate with Android devices from a PC during programming and can be used to install programs. Its run on your PC/Mac from the command line. Unless you have interest in programming your device or for some reason have hundreds of Android apps on your PC you want to sideload onto your device for some reason you can just forget it ever existed.
For occasional sideloading of an app It's easier to just do it on the device itself.
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